+223.8%
NEE vs IR
+336.9%
-113.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | +2.3% | +1.5% | +0.8% | +2.0% |
| 30D | +11.5% | +9.0% | +2.5% | +9.7% |
| 3M | +2.6% | -0.9% | +3.5% | +2.5% |
| 6M | -6.0% | +13.4% | -19.4% | -8.4% |
| YTD | +9.8% | +8.5% | +1.3% | +7.4% |
| 1Y | +4.7% | +11.3% | -6.6% | +1.8% |
| 3Y | +71.0% | +26.0% | +45.0% | +59.2% |
| 5Y | +15.8% | +47.9% | -32.0% | +3.0% |
| All | +223.8% | +336.9% | -113.1% | +154.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling