+1,065.2%
NRG vs IRM
+440.8%
+624.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +0.7% |
| 7D | -4.7% | -1.4% | -3.2% | -4.0% |
| 30D | -6.0% | -7.4% | +1.4% | -2.6% |
| 3M | -8.0% | -7.4% | -0.6% | -4.8% |
| 6M | -23.2% | +8.7% | -31.8% | -26.2% |
| YTD | -28.1% | +40.9% | -69.0% | -38.9% |
| 1Y | -27.3% | +20.5% | -47.8% | -33.9% |
| 3Y | +208.7% | +101.7% | +106.9% | +122.9% |
| 5Y | +197.7% | +197.7% | 0.0% | +78.6% |
| All | +1,065.2% | +440.8% | +624.4% | +397.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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