+1,065.2%
NRG vs IVZ
+65.9%
+999.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.2% |
| 7D | -4.7% | -2.4% | -2.3% | -3.8% |
| 30D | -6.0% | +3.0% | -9.0% | -7.0% |
| 3M | -8.0% | +14.9% | -22.8% | -12.8% |
| 6M | -23.2% | +36.7% | -59.9% | -31.8% |
| YTD | -28.1% | +25.7% | -53.7% | -34.4% |
| 1Y | -27.3% | +47.7% | -75.0% | -37.5% |
| 3Y | +208.7% | +138.8% | +69.8% | +119.1% |
| 5Y | +197.7% | +62.1% | +135.6% | +132.2% |
| All | +1,065.2% | +65.9% | +999.3% | +703.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling