+71.5%
IWM vs NEE
+71.5%
+0.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.7% |
| 7D | +0.3% | +2.3% | -2.0% | -0.2% |
| 30D | +0.6% | +11.5% | -10.9% | -1.5% |
| 3M | -6.2% | +2.6% | -8.8% | -6.7% |
| 6M | -0.8% | -6.0% | +5.2% | +0.2% |
| YTD | +14.8% | +9.8% | +4.9% | +12.2% |
| 1Y | +16.1% | +4.7% | +11.5% | +14.6% |
| 3Y | +71.5% | +71.0% | +0.5% | +34.5% |
| All | +71.5% | +71.5% | +0.1% | +34.5% |
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