+11.3%
NEE vs IJH
+48.0%
-36.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.5% |
| 7D | -1.3% | -1.9% | +0.5% | -0.5% |
| 30D | -3.3% | -4.6% | +1.3% | -1.2% |
| 3M | -2.3% | -1.2% | -1.1% | -1.8% |
| 6M | -8.9% | +9.4% | -18.3% | -12.9% |
| YTD | +4.8% | +13.3% | -8.6% | -1.8% |
| 1Y | +18.7% | +13.4% | +5.3% | +11.1% |
| 3Y | +33.2% | +50.4% | -17.2% | +4.6% |
| All | +11.3% | +48.0% | -36.6% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 5y: compounded portfolio wealth divided by compounded IJH 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…
5y analysis · Full analysis span regression · 6 months rolling