+4,680.9%
NEE vs IVZ
+973.1%
+3,707.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.6% |
| 7D | -2.1% | +7.6% | -9.7% | -3.2% |
| 30D | +8.6% | +4.3% | +4.3% | +7.7% |
| 3M | -0.3% | -9.3% | +9.1% | +1.0% |
| 6M | -8.9% | +5.2% | -14.2% | -10.1% |
| YTD | +8.3% | +13.4% | -5.1% | +5.2% |
| 1Y | +4.3% | +25.4% | -21.1% | -0.5% |
| 3Y | +70.7% | +152.5% | -81.8% | +43.5% |
| 5Y | +12.8% | +36.7% | -23.9% | +2.8% |
| 10Y | +287.2% | +45.0% | +242.2% | +227.0% |
| All | +4,680.9% | +973.1% | +3,707.8% | +3,055.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling