+208.7%
NRG vs IVZ
+134.7%
+73.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.1% |
| 7D | -4.7% | -2.4% | -2.3% | -3.7% |
| 30D | -6.0% | +3.0% | -9.0% | -7.2% |
| 3M | -8.0% | +14.9% | -22.8% | -13.9% |
| 6M | -23.2% | +36.7% | -59.9% | -33.8% |
| YTD | -28.1% | +25.7% | -53.7% | -36.0% |
| 1Y | -27.3% | +47.7% | -75.0% | -40.1% |
| 3Y | +208.7% | +138.8% | +69.8% | +90.3% |
| All | +208.7% | +134.7% | +73.9% | +90.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling