+244.8%
NEE vs IYR
+69.7%
+175.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.7% |
| 7D | -1.3% | -1.4% | 0.0% | -0.4% |
| 30D | -3.3% | -2.7% | -0.7% | -1.4% |
| 3M | -2.3% | -2.1% | -0.1% | -0.9% |
| 6M | -8.9% | +3.6% | -12.5% | -11.4% |
| YTD | +4.8% | +8.1% | -3.4% | -1.4% |
| 1Y | +18.7% | +4.7% | +14.0% | +14.4% |
| 3Y | +33.2% | +29.1% | +4.1% | +9.6% |
| 5Y | +10.9% | +6.9% | +3.9% | +3.5% |
| All | +244.8% | +69.7% | +175.1% | +125.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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