+103.2%
NRG vs IP
+13.9%
+89.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.8% | +8.8% | +9.4% |
| 7D | -7.6% | -5.1% | -2.6% | -6.3% |
| 30D | -18.3% | +8.5% | -26.8% | -20.4% |
| 3M | -25.5% | -13.8% | -11.6% | -22.4% |
| 6M | -40.9% | +5.7% | -46.6% | -42.6% |
| YTD | -43.7% | -9.1% | -34.6% | -43.4% |
| 1Y | -47.3% | -0.8% | -46.5% | -48.8% |
| 3Y | +103.2% | +14.8% | +88.4% | +103.7% |
| All | +103.2% | +13.9% | +89.3% | +103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling