+244.8%
NEE vs IQV
+242.6%
+2.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.6% |
| 7D | -1.3% | -2.2% | +0.9% | -0.8% |
| 30D | -3.3% | +8.3% | -11.6% | -5.4% |
| 3M | -2.3% | +44.6% | -46.8% | -11.9% |
| 6M | -8.9% | +52.6% | -61.4% | -19.8% |
| YTD | +4.8% | +16.1% | -11.4% | -1.2% |
| 1Y | +18.7% | +37.3% | -18.5% | +5.8% |
| 3Y | +33.2% | +21.6% | +11.7% | +19.2% |
| 5Y | +10.9% | +0.5% | +10.4% | +3.8% |
| All | +244.8% | +242.6% | +2.3% | +136.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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