+245.4%
NEE vs IRM
+430.1%
-184.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.8% | +0.4% |
| 7D | -1.9% | -1.8% | -0.1% | -1.3% |
| 30D | -3.1% | -7.8% | +4.6% | -0.6% |
| 3M | -2.4% | -7.9% | +5.4% | -0.2% |
| 6M | -8.6% | +6.3% | -14.9% | -11.4% |
| YTD | +4.9% | +38.2% | -33.2% | -7.5% |
| 1Y | +19.4% | +19.8% | -0.4% | +10.1% |
| 3Y | +34.9% | +98.8% | -63.9% | +0.8% |
| 5Y | +11.0% | +191.8% | -180.7% | -29.3% |
| All | +245.4% | +430.1% | -184.7% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling