+3,823.3%
NEE vs IRM
+9,964.6%
-6,141.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.4% | -1.1% |
| 7D | +1.9% | -0.5% | +2.4% | +2.0% |
| 30D | -2.2% | -8.1% | +5.9% | -0.5% |
| 3M | -1.2% | -9.7% | +8.5% | +0.7% |
| 6M | -8.6% | +10.0% | -18.6% | -10.9% |
| YTD | +6.2% | +43.0% | -36.8% | -2.3% |
| 1Y | +21.1% | +32.7% | -11.6% | +12.8% |
| 3Y | +36.4% | +102.7% | -66.3% | +15.1% |
| 5Y | +11.4% | +187.6% | -176.2% | -13.2% |
| 10Y | +250.0% | +420.1% | -170.1% | +136.9% |
| All | +3,823.3% | +9,964.6% | -6,141.3% | +1,861.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling