+2.2%
NEE vs IRE
-84.4%
+86.6%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +14.0% | -14.7% | -0.8% |
| 7D | +1.9% | +54.8% | -52.8% | +1.6% |
| 30D | -2.2% | +18.4% | -20.5% | -2.4% |
| 3M | -1.2% | -66.7% | +65.6% | -0.3% |
| 6M | -8.6% | -52.3% | +43.8% | -8.9% |
| YTD | +6.2% | -52.3% | +58.5% | +5.0% |
| All | +2.2% | -84.4% | +86.6% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling