+1,516.1%
NRG vs IT
+1,200.3%
+315.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -1.9% | -3.1% |
| 7D | +3.9% | -9.1% | +13.0% | +6.6% |
| 30D | -3.0% | -12.2% | +9.2% | +0.4% |
| 3M | -10.9% | +7.8% | -18.7% | -17.0% |
| 6M | -25.3% | +2.0% | -27.3% | -30.3% |
| YTD | -26.8% | -32.7% | +5.9% | -22.3% |
| 1Y | -23.3% | -31.1% | +7.8% | -20.1% |
| 3Y | +208.6% | -52.1% | +260.7% | +258.0% |
| 5Y | +194.1% | -46.3% | +240.4% | +218.9% |
| 10Y | +1,123.6% | +91.4% | +1,032.2% | +662.5% |
| All | +1,516.1% | +1,200.3% | +315.8% | +391.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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