+244.8%
NEE vs IAG
+427.6%
-182.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.2% |
| 7D | -1.3% | -1.1% | -0.3% | -1.3% |
| 30D | -3.3% | +12.1% | -15.4% | -4.3% |
| 3M | -2.3% | +25.5% | -27.8% | -4.3% |
| 6M | -8.9% | -7.1% | -1.8% | -9.0% |
| YTD | +4.8% | +22.9% | -18.1% | +1.8% |
| 1Y | +18.7% | +83.3% | -64.6% | +11.3% |
| 3Y | +33.2% | +808.5% | -775.3% | +7.6% |
| 5Y | +10.9% | +838.0% | -827.1% | -13.3% |
| All | +244.8% | +427.6% | -182.8% | +168.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling