+11.0%
NEE vs IEF
-9.3%
+20.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.4% |
| 7D | -1.9% | -1.2% | -0.7% | -0.9% |
| 30D | -3.1% | -1.5% | -1.7% | -1.9% |
| 3M | -2.4% | -1.7% | -0.7% | -1.0% |
| 6M | -8.6% | -3.5% | -5.1% | -5.8% |
| YTD | +4.9% | -2.6% | +7.6% | +7.4% |
| 1Y | +19.4% | -2.4% | +21.8% | +21.9% |
| 3Y | +34.9% | +8.9% | +25.9% | +26.1% |
| 5Y | +11.0% | -9.2% | +20.3% | +16.9% |
| All | +11.0% | -9.3% | +20.4% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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