+10.9%
NEE vs IAU
+139.7%
-128.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.9% |
| 7D | +1.1% | +0.7% | +0.3% | +0.9% |
| 30D | -0.2% | +0.3% | -0.6% | -0.4% |
| 3M | +0.5% | +0.7% | -0.2% | +0.2% |
| 6M | -6.5% | -15.5% | +9.0% | -2.4% |
| YTD | +6.7% | +1.0% | +5.7% | +4.4% |
| 1Y | +23.6% | +19.6% | +4.0% | +13.6% |
| 3Y | +37.1% | +125.4% | -88.3% | -5.9% |
| 5Y | +10.9% | +140.7% | -129.8% | -29.5% |
| All | +10.9% | +139.7% | -128.8% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling