+33.8%
NEE vs IT
-52.2%
+86.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.5% |
| 7D | -0.5% | -9.1% | +8.6% | -0.8% |
| 30D | -1.7% | -12.2% | +10.5% | -2.0% |
| 3M | -1.8% | +7.8% | -9.6% | -1.6% |
| 6M | -8.8% | +2.0% | -10.8% | -8.4% |
| YTD | +5.2% | -32.7% | +37.9% | +6.6% |
| 1Y | +21.3% | -31.1% | +52.4% | +22.6% |
| All | +33.8% | -52.2% | +86.0% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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