+1,516.1%
NRG vs IVZ
+387.7%
+1,128.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.3% |
| 7D | +3.9% | +1.2% | +2.7% | +3.4% |
| 30D | -3.0% | +1.8% | -4.8% | -3.6% |
| 3M | -10.9% | +15.7% | -26.7% | -15.8% |
| 6M | -25.3% | +36.3% | -61.6% | -33.6% |
| YTD | -26.8% | +24.9% | -51.8% | -33.1% |
| 1Y | -23.3% | +48.9% | -72.2% | -34.2% |
| 3Y | +208.6% | +136.8% | +71.8% | +120.0% |
| 5Y | +194.1% | +60.0% | +134.2% | +132.3% |
| 10Y | +1,123.6% | +63.4% | +1,060.2% | +760.3% |
| All | +1,516.1% | +387.7% | +1,128.4% | +713.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling