-49.7%
NRG vs IRE
-97.6%
+47.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -23.2% | +9.7% | -11.4% |
| 7D | -13.7% | -46.8% | +33.1% | -9.3% |
| 30D | -13.6% | -75.5% | +61.9% | -3.8% |
| 3M | -28.5% | -79.4% | +50.9% | -20.4% |
| 6M | -45.8% | -91.3% | +45.5% | -39.2% |
| YTD | -46.9% | -90.8% | +43.9% | -44.8% |
| 1Y | -49.7% | -97.7% | +48.0% | -42.1% |
| All | -49.7% | -97.6% | +47.8% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling