-18.6%
NRG vs IVZ
+56.4%
-75.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.1% | +5.3% | +6.0% |
| 7D | +7.1% | +0.6% | +6.5% | +6.8% |
| 30D | -1.4% | +4.0% | -5.4% | -2.9% |
| 3M | -10.5% | +18.2% | -28.6% | -16.6% |
| 6M | -26.7% | +32.8% | -59.6% | -35.2% |
| YTD | -24.5% | +28.7% | -53.3% | -33.5% |
| 1Y | -18.6% | +55.4% | -73.9% | -34.5% |
| All | -18.6% | +56.4% | -75.0% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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