+605.6%
NEE vs IEFA
+215.2%
+390.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.8% |
| 7D | +1.1% | +1.2% | -0.1% | +0.4% |
| 30D | -0.2% | -0.6% | +0.4% | +0.1% |
| 3M | +0.5% | +6.2% | -5.7% | -3.0% |
| 6M | -6.5% | +11.2% | -17.7% | -12.5% |
| YTD | +6.7% | +14.2% | -7.5% | -1.8% |
| 1Y | +23.6% | +20.0% | +3.6% | +10.5% |
| 3Y | +37.1% | +68.8% | -31.7% | -0.4% |
| 5Y | +10.9% | +52.7% | -41.7% | -15.5% |
| 10Y | +245.4% | +144.2% | +101.1% | +94.4% |
| All | +605.6% | +215.2% | +390.4% | +250.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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