+66.0%
IWM vs NEE
+38.3%
+27.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -0.9% | -0.5% |
| 7D | +1.4% | +1.1% | +0.3% | +1.2% |
| 30D | -2.3% | -0.2% | -2.1% | -2.3% |
| 3M | +4.0% | +0.5% | +3.4% | +3.8% |
| 6M | +17.9% | -6.5% | +24.5% | +19.2% |
| YTD | +20.2% | +6.7% | +13.5% | +18.4% |
| 1Y | +25.0% | +23.6% | +1.4% | +19.8% |
| 3Y | +66.0% | +37.1% | +28.9% | +44.3% |
| All | +66.0% | +38.3% | +27.7% | +44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling