+7,238.0%
NEE vs IP
+364.8%
+6,873.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.1% |
| 7D | +1.9% | -5.3% | +7.2% | +2.9% |
| 30D | -2.2% | -10.9% | +8.7% | -0.2% |
| 3M | -1.2% | +11.2% | -12.3% | -3.6% |
| 6M | -8.6% | -10.2% | +1.7% | -7.8% |
| YTD | +6.2% | -2.0% | +8.2% | +5.1% |
| 1Y | +21.1% | -19.1% | +40.2% | +23.7% |
| 3Y | +36.4% | +20.9% | +15.5% | +26.7% |
| 5Y | +11.4% | -17.8% | +29.2% | +10.0% |
| 10Y | +250.0% | +23.5% | +226.5% | +209.4% |
| All | +7,238.0% | +364.8% | +6,873.2% | +4,353.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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