+244.8%
NEE vs ICE
+220.6%
+24.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.6% |
| 7D | -1.3% | -2.4% | +1.1% | -0.3% |
| 30D | -3.3% | +4.0% | -7.3% | -5.1% |
| 3M | -2.3% | +13.7% | -15.9% | -8.1% |
| 6M | -8.9% | +0.9% | -9.8% | -9.9% |
| YTD | +4.8% | -2.1% | +6.9% | +4.2% |
| 1Y | +18.7% | -9.5% | +28.2% | +22.3% |
| 3Y | +33.2% | +42.1% | -8.8% | +9.0% |
| 5Y | +10.9% | +41.4% | -30.5% | -10.6% |
| All | +244.8% | +220.6% | +24.2% | +158.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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