+595.6%
NEE vs IEMG
+142.6%
+453.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -0.5% | +1.6% | -2.2% | -1.1% |
| 30D | -1.7% | +4.6% | -6.3% | -3.4% |
| 3M | -1.8% | +4.8% | -6.7% | -4.1% |
| 6M | -8.8% | +16.8% | -25.7% | -15.3% |
| YTD | +5.2% | +24.8% | -19.6% | -5.1% |
| 1Y | +21.3% | +34.3% | -13.0% | +6.1% |
| 3Y | +35.2% | +87.0% | -51.8% | +2.3% |
| 5Y | +10.1% | +49.9% | -39.8% | -9.7% |
| 10Y | +253.2% | +144.8% | +108.4% | +127.3% |
| All | +595.6% | +142.6% | +453.1% | +344.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling