+38.0%
IGV vs NEE
+34.5%
+3.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.4% | -0.6% |
| 7D | -5.4% | -1.9% | -3.4% | -5.5% |
| 30D | -2.6% | -3.1% | +0.5% | -2.7% |
| 3M | +10.5% | -2.4% | +12.9% | +10.4% |
| 6M | +18.2% | -8.6% | +26.8% | +17.9% |
| YTD | -4.2% | +4.9% | -9.2% | -4.9% |
| 1Y | -9.8% | +19.4% | -29.2% | -10.8% |
| All | +38.0% | +34.5% | +3.5% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NEE.
Daily Out/Under-Performance
Portfolio return minus NEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEE 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 NEE 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