+3,107.6%
NEE vs IYR
+700.6%
+2,407.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | +1.9% | -1.2% | +3.2% | +2.5% |
| 30D | -2.2% | -2.9% | +0.7% | -0.9% |
| 3M | -1.2% | +0.8% | -2.0% | -1.6% |
| 6M | -8.6% | +1.9% | -10.4% | -9.3% |
| YTD | +6.2% | +9.6% | -3.4% | +2.0% |
| 1Y | +21.1% | +8.1% | +13.0% | +17.0% |
| 3Y | +36.4% | +29.2% | +7.2% | +22.3% |
| 5Y | +11.4% | +4.3% | +7.1% | +8.9% |
| 10Y | +250.0% | +64.7% | +185.3% | +186.5% |
| All | +3,107.6% | +700.6% | +2,407.0% | +1,241.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling