+245.4%
NEE vs IBB
+122.6%
+122.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.6% | +1.3% |
| 7D | +1.1% | -1.7% | +2.7% | +1.7% |
| 30D | -0.2% | +4.9% | -5.1% | -2.1% |
| 3M | +0.5% | +24.2% | -23.7% | -7.4% |
| 6M | -6.5% | +23.8% | -30.4% | -14.1% |
| YTD | +6.7% | +23.0% | -16.3% | -1.8% |
| 1Y | +23.6% | +46.2% | -22.6% | +6.4% |
| 3Y | +37.1% | +64.8% | -27.7% | +11.5% |
| 5Y | +10.9% | +20.9% | -10.0% | -1.0% |
| 10Y | +245.4% | +121.6% | +123.8% | +175.8% |
| All | +245.4% | +122.6% | +122.7% | +175.8% |
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