-30.9%
NRG vs IRE
-85.3%
+54.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.8% | +4.6% | -2.5% |
| 7D | -0.2% | +7.9% | -8.1% | -0.9% |
| 30D | -6.8% | +9.3% | -16.1% | -8.4% |
| 3M | -7.1% | -52.3% | +45.2% | -6.0% |
| 6M | -27.6% | -38.5% | +10.9% | -31.5% |
| YTD | -29.2% | -54.8% | +25.6% | -34.7% |
| All | -30.9% | -85.3% | +54.4% | -32.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling