+202.5%
NRG vs IP
-17.2%
+219.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.2% | +4.2% | +5.7% |
| 7D | +7.1% | -5.3% | +12.4% | +9.1% |
| 30D | -1.4% | -10.9% | +9.4% | +2.5% |
| 3M | -10.5% | +11.2% | -21.6% | -14.6% |
| 6M | -26.7% | -10.2% | -16.5% | -25.2% |
| YTD | -24.5% | -2.0% | -22.5% | -25.9% |
| 1Y | -18.6% | -19.1% | +0.5% | -14.4% |
| 3Y | +227.1% | +20.9% | +206.3% | +185.5% |
| All | +202.5% | -17.2% | +219.7% | +197.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling