+71.1%
NEE vs IOVA
+95.6%
-24.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.7% | +4.9% | -0.7% |
| 7D | -3.4% | -1.4% | -1.9% | -3.3% |
| 30D | +9.0% | -47.4% | +56.4% | +10.0% |
| 3M | +0.2% | +13.2% | -13.0% | -0.8% |
| 6M | -8.5% | +114.3% | -122.8% | -11.1% |
| YTD | +8.6% | +179.5% | -170.9% | +4.3% |
| 1Y | +2.2% | +200.4% | -198.2% | -2.1% |
| All | +71.1% | +95.6% | -24.6% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 3y: compounded portfolio wealth divided by compounded IOVA 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…
3y analysis · Full analysis span regression · 6 months rolling