+70.7%
NEE vs IR
+25.2%
+45.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -2.1% | +2.5% | -4.6% | -2.4% |
| 30D | +8.6% | +9.2% | -0.5% | +7.6% |
| 3M | -0.3% | +0.9% | -1.2% | -0.4% |
| 6M | -8.9% | +19.2% | -28.2% | -10.9% |
| YTD | +8.3% | +7.5% | +0.9% | +7.1% |
| 1Y | +4.3% | +11.7% | -7.5% | +2.7% |
| 3Y | +70.7% | +23.9% | +46.8% | +61.6% |
| All | +70.7% | +25.2% | +45.5% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 3y: compounded portfolio wealth divided by compounded IR 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…
3y analysis · Full analysis span regression · 6 months rolling