+1,567.2%
NRG vs IP
+139.6%
+1,427.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.2% | +4.2% | +5.5% |
| 7D | +7.1% | -5.3% | +12.4% | +9.4% |
| 30D | -1.4% | -10.9% | +9.4% | +3.2% |
| 3M | -10.5% | +11.2% | -21.6% | -15.1% |
| 6M | -26.7% | -10.2% | -16.5% | -25.2% |
| YTD | -24.5% | -2.0% | -22.5% | -26.2% |
| 1Y | -18.6% | -19.1% | +0.5% | -14.7% |
| 3Y | +227.1% | +20.9% | +206.3% | +181.6% |
| 5Y | +198.8% | -17.8% | +216.6% | +197.2% |
| 10Y | +1,122.3% | +23.5% | +1,098.7% | +863.8% |
| All | +1,567.2% | +139.6% | +1,427.6% | +788.0% |
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