+2,071.5%
NEE vs IAG
+368.9%
+1,702.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.6% |
| 7D | +1.1% | +4.3% | -3.2% | +0.8% |
| 30D | -0.2% | +9.8% | -10.0% | -0.9% |
| 3M | +0.5% | +28.9% | -28.4% | -1.5% |
| 6M | -6.5% | -7.6% | +1.1% | -6.7% |
| YTD | +6.7% | +22.0% | -15.3% | +4.1% |
| 1Y | +23.6% | +99.5% | -75.9% | +16.2% |
| 3Y | +37.1% | +818.3% | -781.1% | +14.2% |
| 5Y | +10.9% | +785.9% | -775.0% | -9.6% |
| 10Y | +245.4% | +381.1% | -135.7% | +179.4% |
| All | +2,071.5% | +368.9% | +1,702.7% | +1,434.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling