+61.0%
NEE vs IBB
+78.6%
-17.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.9% |
| 7D | +3.9% | -1.8% | +5.7% | +4.3% |
| 30D | +12.8% | +5.1% | +7.8% | +11.1% |
| 3M | +3.6% | +10.7% | -7.2% | +0.1% |
| 6M | -7.5% | +22.9% | -30.4% | -13.5% |
| YTD | +10.7% | +26.7% | -16.0% | +1.9% |
| 1Y | +9.1% | +35.1% | -26.0% | -2.0% |
| 3Y | +61.0% | +80.2% | -19.2% | +13.0% |
| All | +61.0% | +78.6% | -17.6% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling