+1,142.9%
NRG vs IP
+122.2%
+1,020.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.8% | +8.8% | +9.3% |
| 7D | -7.6% | -5.1% | -2.6% | -5.8% |
| 30D | -18.3% | +8.5% | -26.8% | -21.1% |
| 3M | -25.5% | -13.8% | -11.6% | -21.2% |
| 6M | -40.9% | +5.7% | -46.6% | -43.0% |
| YTD | -43.7% | -9.1% | -34.6% | -43.5% |
| 1Y | -47.3% | -0.8% | -46.5% | -49.1% |
| 3Y | +103.2% | +14.8% | +88.4% | +78.1% |
| 5Y | +176.7% | -11.5% | +188.2% | +165.9% |
| 10Y | +886.8% | +27.9% | +858.9% | +662.8% |
| All | +1,142.9% | +122.2% | +1,020.7% | +579.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling