+13.0%
NEE vs IOVA
-66.8%
+79.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.6% |
| 3M | +0.2% | +13.2% | -13.0% | -1.1% |
| 6M | -8.5% | +114.3% | -122.8% | -12.0% |
| YTD | +8.6% | +179.5% | -170.9% | +2.8% |
| 1Y | +2.2% | +200.4% | -198.2% | -3.6% |
| 3Y | +69.1% | +92.2% | -23.1% | +54.0% |
| 5Y | +13.0% | -63.8% | +76.8% | +5.7% |
| All | +13.0% | -66.8% | +79.9% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling