+143.5%
IWM vs NEE
+289.4%
-145.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +1.4% | -2.1% | +3.5% | +2.2% |
| 30D | +2.3% | +8.6% | -6.3% | -0.7% |
| 3M | -8.3% | -0.3% | -8.0% | -8.4% |
| 6M | -1.3% | -8.9% | +7.6% | +1.5% |
| YTD | +13.5% | +8.3% | +5.2% | +9.4% |
| 1Y | +18.4% | +4.3% | +14.1% | +15.6% |
| 3Y | +69.6% | +70.7% | -1.1% | +32.4% |
| 5Y | +23.3% | +12.8% | +10.5% | +11.8% |
| All | +143.5% | +289.4% | -145.8% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NEE.
Daily Out/Under-Performance
Portfolio return minus NEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEE 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 NEE 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