+33.2%
NEE vs IFF
+29.0%
+4.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | -0.1% |
| 7D | -1.3% | -3.2% | +1.8% | -0.7% |
| 30D | -3.3% | -0.3% | -3.0% | -3.3% |
| 3M | -2.3% | +8.4% | -10.7% | -4.1% |
| 6M | -8.9% | +23.0% | -31.9% | -13.9% |
| YTD | +4.8% | +25.5% | -20.7% | -1.9% |
| 1Y | +18.7% | +29.1% | -10.3% | +10.1% |
| 3Y | +33.2% | +31.7% | +1.6% | +13.0% |
| All | +33.2% | +29.0% | +4.3% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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