+16.0%
IWM vs NEE
+4.8%
+11.3%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | +0.3% | +2.3% | -2.0% | 0.0% |
| 30D | +0.6% | +11.5% | -10.9% | -0.8% |
| 3M | -6.2% | +2.6% | -8.8% | -6.5% |
| 6M | -0.8% | -6.0% | +5.2% | +0.1% |
| YTD | +14.8% | +9.8% | +4.9% | +11.8% |
| All | +16.0% | +4.8% | +11.3% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling