+938.5%
IGV vs NEE
+2,459.6%
-1,521.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +2.3% | -2.1% | +4.4% | +3.2% |
| 30D | -6.0% | +8.6% | -14.6% | -9.3% |
| 3M | -4.8% | -0.3% | -4.5% | -5.0% |
| 6M | +14.2% | -8.9% | +23.2% | +17.6% |
| YTD | -4.2% | +8.3% | -12.6% | -9.4% |
| 1Y | -5.3% | +4.3% | -9.5% | -9.0% |
| 3Y | +38.8% | +70.7% | -32.0% | +1.7% |
| 5Y | +14.2% | +12.8% | +1.4% | -0.4% |
| 10Y | +357.6% | +287.2% | +70.3% | +111.0% |
| All | +938.5% | +2,459.6% | -1,521.2% | +66.7% |
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