+7,661.9%
NEE vs IP
+327.4%
+7,334.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.7% | +0.5% |
| 7D | +7.4% | -5.0% | +12.4% | +8.4% |
| 30D | +13.3% | +6.5% | +6.8% | +11.9% |
| 3M | +3.5% | -18.0% | +21.5% | +7.0% |
| 6M | -7.0% | +10.3% | -17.3% | -9.4% |
| YTD | +12.3% | -9.9% | +22.2% | +12.7% |
| 1Y | +10.5% | -1.1% | +11.6% | +8.9% |
| 3Y | +62.5% | +13.0% | +49.5% | +52.6% |
| 5Y | +18.0% | -12.3% | +30.3% | +15.1% |
| 10Y | +270.1% | +26.8% | +243.2% | +225.5% |
| All | +7,661.9% | +327.4% | +7,334.5% | +4,674.7% |
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