+1,516.1%
NRG vs IRM
+1,816.3%
-300.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.8% | -3.3% |
| 7D | +3.9% | +3.0% | +0.8% | +2.6% |
| 30D | -3.0% | -5.2% | +2.2% | -0.8% |
| 3M | -10.9% | -8.0% | -2.9% | -7.8% |
| 6M | -25.3% | +9.2% | -34.4% | -28.1% |
| YTD | -26.8% | +41.0% | -67.8% | -36.9% |
| 1Y | -23.3% | +23.3% | -46.5% | -30.3% |
| 3Y | +208.6% | +102.8% | +105.8% | +127.5% |
| 5Y | +194.1% | +192.8% | +1.4% | +83.8% |
| 10Y | +1,123.6% | +439.6% | +683.9% | +466.9% |
| All | +1,516.1% | +1,816.3% | -300.2% | +360.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling