+2,925.9%
NEE vs IJR
+1,130.2%
+1,795.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.0% |
| 7D | -0.5% | -1.1% | +0.6% | -0.1% |
| 30D | -1.7% | -3.6% | +1.9% | -0.2% |
| 3M | -1.8% | +2.3% | -4.2% | -2.9% |
| 6M | -8.8% | +14.3% | -23.2% | -14.1% |
| YTD | +5.2% | +19.3% | -14.1% | -2.8% |
| 1Y | +21.3% | +22.6% | -1.3% | +10.7% |
| 3Y | +35.2% | +53.5% | -18.3% | +10.1% |
| 5Y | +10.1% | +39.9% | -29.8% | -7.6% |
| 10Y | +253.2% | +172.1% | +81.2% | +110.8% |
| All | +2,925.9% | +1,130.2% | +1,795.7% | +940.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling