+11.3%
NEE vs IJR
+39.9%
-28.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | -1.3% | -2.2% | +0.8% | -0.5% |
| 30D | -3.3% | -4.6% | +1.3% | -1.5% |
| 3M | -2.3% | +0.2% | -2.5% | -2.4% |
| 6M | -8.9% | +14.7% | -23.6% | -14.0% |
| YTD | +4.8% | +18.9% | -14.1% | -2.8% |
| 1Y | +18.7% | +19.9% | -1.2% | +9.6% |
| 3Y | +33.2% | +53.0% | -19.8% | +6.4% |
| All | +11.3% | +39.9% | -28.6% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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