+953.6%
IGV vs NEE
+2,420.9%
-1,467.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.0% |
| 7D | -3.3% | +1.1% | -4.4% | -3.7% |
| 30D | 0.0% | -0.2% | +0.2% | 0.0% |
| 3M | +7.3% | +0.5% | +6.8% | +6.9% |
| 6M | +16.7% | -6.5% | +23.2% | +18.5% |
| YTD | -2.8% | +6.7% | -9.5% | -7.2% |
| 1Y | -6.7% | +23.6% | -30.3% | -16.6% |
| 3Y | +41.1% | +37.1% | +4.0% | +13.8% |
| 5Y | +22.0% | +10.9% | +11.1% | +7.4% |
| 10Y | +357.9% | +245.4% | +112.6% | +123.3% |
| All | +953.6% | +2,420.9% | -1,467.3% | +70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling