+284.2%
NEE vs IVZ
+43.7%
+240.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.7% |
| 7D | -2.1% | +7.6% | -9.7% | -3.6% |
| 30D | +8.6% | +4.3% | +4.3% | +7.4% |
| 3M | -0.3% | -9.3% | +9.1% | +1.4% |
| 6M | -8.9% | +5.2% | -14.2% | -10.6% |
| YTD | +8.3% | +13.4% | -5.1% | +4.1% |
| 1Y | +4.3% | +25.4% | -21.1% | -2.2% |
| 3Y | +70.7% | +152.5% | -81.8% | +32.8% |
| 5Y | +12.8% | +36.7% | -23.9% | -1.8% |
| All | +284.2% | +43.7% | +240.5% | +152.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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