+808.3%
IWM vs NEE
+3,025.1%
-2,216.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | +0.1% | +1.9% | -1.9% | -0.7% |
| 30D | -1.3% | -2.2% | +0.9% | -0.4% |
| 3M | +1.6% | -1.2% | +2.8% | +1.9% |
| 6M | +13.6% | -8.6% | +22.1% | +17.2% |
| YTD | +20.8% | +6.2% | +14.6% | +16.7% |
| 1Y | +26.4% | +21.1% | +5.3% | +15.2% |
| 3Y | +60.7% | +36.4% | +24.3% | +33.1% |
| 5Y | +38.2% | +11.4% | +26.8% | +23.1% |
| 10Y | +169.5% | +250.0% | -80.5% | +35.3% |
| All | +808.3% | +3,025.1% | -2,216.9% | +102.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling