+853.8%
NEE vs IOVA
-91.6%
+945.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.8% | -0.8% |
| 7D | +1.9% | +9.7% | -7.8% | +1.9% |
| 30D | -2.2% | +102.5% | -104.7% | -2.9% |
| 3M | -1.2% | +100.7% | -101.9% | -2.0% |
| 6M | -8.6% | +106.3% | -114.9% | -9.4% |
| YTD | +6.2% | +222.0% | -215.8% | +4.6% |
| 1Y | +21.1% | +299.5% | -278.4% | +19.0% |
| 3Y | +36.4% | +42.9% | -6.5% | +34.1% |
| 5Y | +11.4% | -65.0% | +76.3% | +10.0% |
| 10Y | +250.0% | +10.3% | +239.7% | +244.6% |
| All | +853.8% | -91.6% | +945.4% | +825.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling