+11.0%
NEE vs ICE
+38.6%
-27.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.1% |
| 7D | -1.9% | -5.3% | +3.4% | +0.1% |
| 30D | -3.1% | +3.0% | -6.1% | -4.4% |
| 3M | -2.4% | +11.4% | -13.9% | -6.8% |
| 6M | -8.6% | -2.0% | -6.6% | -8.3% |
| YTD | +4.9% | -3.1% | +8.1% | +4.9% |
| 1Y | +19.4% | -8.4% | +27.8% | +22.3% |
| 3Y | +34.9% | +40.7% | -5.9% | +10.6% |
| 5Y | +11.0% | +40.0% | -28.9% | -11.5% |
| All | +11.0% | +38.6% | -27.6% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling