-27.3%
NRG vs IVZ
+49.7%
-77.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -13.4% |
| 6M | -23.2% | +36.7% | -59.9% | -33.1% |
| YTD | -28.1% | +25.7% | -53.7% | -36.2% |
| 1Y | -27.3% | +47.7% | -75.0% | -41.3% |
| All | -27.3% | +49.7% | -77.0% | -41.3% |
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