+33.2%
NEE vs IEMG
+83.7%
-50.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.5% |
| 7D | -1.3% | -1.3% | -0.1% | -1.0% |
| 30D | -3.3% | +1.9% | -5.2% | -3.8% |
| 3M | -2.3% | +1.4% | -3.7% | -2.9% |
| 6M | -8.9% | +15.2% | -24.0% | -14.0% |
| YTD | +4.8% | +23.8% | -19.1% | -4.4% |
| 1Y | +18.7% | +30.7% | -11.9% | +5.7% |
| 3Y | +33.2% | +83.3% | -50.0% | -9.5% |
| All | +33.2% | +83.7% | -50.4% | -9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling