+4,608.4%
NEE vs IVZ
+1,090.9%
+3,517.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.8% |
| 7D | +1.1% | +1.1% | 0.0% | +0.9% |
| 30D | -0.2% | +3.1% | -3.3% | -0.7% |
| 3M | +0.5% | +18.2% | -17.6% | -2.3% |
| 6M | -6.5% | +38.6% | -45.1% | -11.6% |
| YTD | +6.7% | +25.9% | -19.2% | +2.2% |
| 1Y | +23.6% | +51.7% | -28.1% | +14.7% |
| 3Y | +37.1% | +138.7% | -101.5% | +16.5% |
| 5Y | +10.9% | +62.8% | -51.9% | -1.6% |
| 10Y | +245.4% | +60.9% | +184.4% | +187.2% |
| All | +4,608.4% | +1,090.9% | +3,517.5% | +2,964.5% |
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