+875.0%
NEE vs IOVA
-92.7%
+967.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.7% | +4.9% | -0.8% |
| 7D | -3.4% | -1.4% | -1.9% | -3.3% |
| 30D | +9.0% | -47.4% | +56.4% | +9.6% |
| 3M | +0.2% | +13.2% | -13.0% | -0.2% |
| 6M | -8.5% | +114.3% | -122.8% | -9.5% |
| YTD | +8.6% | +179.5% | -170.9% | +6.9% |
| 1Y | +2.2% | +200.4% | -198.2% | +0.5% |
| 3Y | +69.1% | +92.2% | -23.1% | +65.6% |
| 5Y | +13.0% | -63.8% | +76.8% | +11.4% |
| 10Y | +288.0% | +0.4% | +287.6% | +281.7% |
| All | +875.0% | -92.7% | +967.8% | +845.3% |
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