+24.0%
IWM vs NEE
+22.1%
+1.9%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.1% |
| 7D | -1.1% | -0.5% | -0.6% | -1.1% |
| 30D | -3.1% | -1.7% | -1.4% | -2.9% |
| 3M | +2.2% | -1.8% | +4.1% | +2.4% |
| 6M | +15.1% | -8.8% | +23.9% | +16.8% |
| YTD | +18.6% | +5.2% | +13.4% | +15.9% |
| 1Y | +24.0% | +21.3% | +2.6% | +22.4% |
| All | +24.0% | +22.1% | +1.9% | +22.4% |
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