+2,400.3%
NEE vs IBB
+577.3%
+1,823.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.3% |
| 7D | +2.3% | +0.8% | +1.5% | +2.0% |
| 30D | +11.5% | +5.2% | +6.3% | +9.5% |
| 3M | +2.6% | +8.6% | -6.0% | -0.4% |
| 6M | -6.0% | +27.8% | -33.8% | -13.5% |
| YTD | +9.8% | +28.8% | -19.0% | +0.4% |
| 1Y | +4.7% | +36.4% | -31.7% | -6.0% |
| 3Y | +71.0% | +89.3% | -18.3% | +37.2% |
| 5Y | +15.8% | +43.3% | -27.5% | +0.6% |
| 10Y | +287.3% | +130.6% | +156.6% | +185.2% |
| All | +2,400.3% | +577.3% | +1,823.1% | +901.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling