+281.9%
NEE vs IBB
+139.6%
+142.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -1.1% |
| 7D | +2.2% | +2.7% | -0.6% | +1.1% |
| 30D | +12.3% | +6.3% | +5.9% | +9.5% |
| 3M | +3.4% | +11.1% | -7.7% | -1.1% |
| 6M | -5.3% | +29.2% | -34.5% | -14.7% |
| YTD | +10.6% | +30.2% | -19.7% | -1.2% |
| 1Y | +6.5% | +39.5% | -33.0% | -7.4% |
| 3Y | +73.5% | +92.3% | -18.8% | +31.0% |
| 5Y | +17.0% | +43.0% | -26.0% | -2.3% |
| 10Y | +281.9% | +137.1% | +144.8% | +173.5% |
| All | +281.9% | +139.6% | +142.3% | +173.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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