+244.8%
NEE vs IEMG
+145.8%
+99.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.6% |
| 7D | -1.3% | -1.3% | -0.1% | -0.9% |
| 30D | -3.3% | +1.9% | -5.2% | -4.1% |
| 3M | -2.3% | +1.4% | -3.7% | -3.3% |
| 6M | -8.9% | +15.2% | -24.0% | -15.2% |
| YTD | +4.8% | +23.8% | -19.1% | -5.7% |
| 1Y | +18.7% | +30.7% | -11.9% | +4.2% |
| 3Y | +33.2% | +83.3% | -50.0% | -0.3% |
| 5Y | +10.9% | +48.8% | -37.9% | -10.0% |
| All | +244.8% | +145.8% | +99.0% | +105.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 IEMG 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