+2,913.4%
NEE vs IJH
+1,054.0%
+1,859.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.6% |
| 7D | -1.3% | -1.9% | +0.5% | -0.4% |
| 30D | -3.3% | -4.6% | +1.3% | -1.0% |
| 3M | -2.3% | -1.2% | -1.1% | -1.8% |
| 6M | -8.9% | +9.4% | -18.3% | -13.2% |
| YTD | +4.8% | +13.3% | -8.6% | -2.2% |
| 1Y | +18.7% | +13.4% | +5.3% | +10.7% |
| 3Y | +33.2% | +50.4% | -17.2% | +5.8% |
| 5Y | +10.9% | +49.0% | -38.1% | -12.5% |
| 10Y | +251.8% | +182.6% | +69.2% | +91.6% |
| All | +2,913.4% | +1,054.0% | +1,859.5% | +725.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling