+3,172.5%
NEE vs IYR
+707.1%
+2,465.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -2.1% | +0.6% | -2.7% | -2.4% |
| 30D | +8.6% | +6.6% | +2.1% | +5.7% |
| 3M | -0.3% | -1.8% | +1.5% | +0.5% |
| 6M | -8.9% | +1.4% | -10.4% | -9.5% |
| YTD | +8.3% | +10.5% | -2.2% | +3.7% |
| 1Y | +4.3% | +10.6% | -6.4% | -0.2% |
| 3Y | +70.7% | +41.8% | +28.9% | +47.3% |
| 5Y | +12.8% | +6.0% | +6.8% | +9.6% |
| 10Y | +287.2% | +86.7% | +200.6% | +203.5% |
| All | +3,172.5% | +707.1% | +2,465.4% | +1,264.8% |
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