+2,473.9%
NEE vs IEF
+129.1%
+2,344.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | -0.2% | -0.7% | +0.5% | -0.3% |
| 3M | +0.5% | -0.4% | +1.0% | +0.5% |
| 6M | -6.5% | -2.5% | -4.0% | -6.7% |
| YTD | +6.7% | -1.6% | +8.3% | +6.6% |
| 1Y | +23.6% | -1.3% | +24.9% | +23.5% |
| 3Y | +37.1% | +10.1% | +27.0% | +38.7% |
| 5Y | +10.9% | -8.3% | +19.2% | +4.8% |
| 10Y | +245.4% | +4.5% | +240.9% | +240.6% |
| All | +2,473.9% | +129.1% | +2,344.7% | +3,843.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling