+285.0%
NEE vs IAU
+210.5%
+74.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.1% |
| 7D | -3.4% | -5.5% | +2.1% | -2.0% |
| 30D | +9.0% | -7.0% | +16.0% | +10.9% |
| 3M | +0.2% | -12.3% | +12.5% | +3.3% |
| 6M | -8.5% | -17.9% | +9.5% | -4.0% |
| YTD | +8.6% | -10.3% | +18.9% | +9.7% |
| 1Y | +2.2% | -7.9% | +10.1% | +2.3% |
| 3Y | +69.1% | +98.7% | -29.6% | +28.2% |
| 5Y | +13.0% | +105.0% | -92.0% | -16.1% |
| All | +285.0% | +210.5% | +74.4% | +161.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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