+1.9%
NEE vs IOT
+54.1%
-52.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -1.3% | -4.5% | +3.2% | -1.2% |
| 30D | -3.3% | -2.4% | -0.9% | -3.3% |
| 3M | -2.3% | +19.0% | -21.2% | -3.2% |
| 6M | -8.9% | +19.6% | -28.5% | -10.0% |
| YTD | +4.8% | +8.3% | -3.5% | +3.8% |
| 1Y | +18.7% | -0.8% | +19.5% | +18.0% |
| 3Y | +33.2% | +24.4% | +8.8% | +26.6% |
| All | +1.9% | +54.1% | -52.3% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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