+33.2%
NEE vs IBKR
+291.8%
-258.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.3% | -0.2% |
| 7D | -1.3% | -1.3% | 0.0% | -1.3% |
| 30D | -3.3% | -0.2% | -3.1% | -3.3% |
| 3M | -2.3% | +3.0% | -5.2% | -2.3% |
| 6M | -8.9% | +33.9% | -42.7% | -9.2% |
| YTD | +4.8% | +42.5% | -37.7% | +4.1% |
| 1Y | +18.7% | +44.9% | -26.1% | +18.0% |
| 3Y | +33.2% | +293.0% | -259.8% | +33.9% |
| All | +33.2% | +291.8% | -258.6% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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