+7,150.9%
NEE vs IFF
+830.6%
+6,320.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.2% |
| 7D | -1.9% | -2.8% | +0.9% | -1.2% |
| 30D | -3.1% | -1.1% | -2.0% | -2.9% |
| 3M | -2.4% | +13.8% | -16.2% | -6.0% |
| 6M | -8.6% | +16.7% | -25.3% | -13.2% |
| YTD | +4.9% | +26.1% | -21.2% | -2.5% |
| 1Y | +19.4% | +33.5% | -14.1% | +9.0% |
| 3Y | +34.9% | +31.6% | +3.3% | +22.2% |
| 5Y | +11.0% | -34.9% | +45.9% | +17.4% |
| 10Y | +252.3% | -20.3% | +272.6% | +240.0% |
| All | +7,150.9% | +830.6% | +6,320.3% | +3,772.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling