+11.0%
NEE vs IT
-46.1%
+57.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -1.9% | -12.7% | +10.8% | -1.0% |
| 30D | -3.1% | -8.9% | +5.8% | -2.6% |
| 3M | -2.4% | +10.1% | -12.6% | -3.5% |
| 6M | -8.6% | +7.3% | -15.9% | -9.8% |
| YTD | +4.9% | -32.4% | +37.3% | +9.8% |
| 1Y | +19.4% | -26.6% | +46.0% | +22.6% |
| 3Y | +34.9% | -51.8% | +86.7% | +44.0% |
| 5Y | +11.0% | -45.6% | +56.6% | +10.5% |
| All | +11.0% | -46.1% | +57.1% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling