+12.2%
NEE vs IWD
+73.6%
-61.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.2% |
| 7D | +1.9% | -0.3% | +2.2% | +2.2% |
| 30D | -2.2% | +0.6% | -2.7% | -2.6% |
| 3M | -1.2% | +7.2% | -8.4% | -6.6% |
| 6M | -8.6% | +16.2% | -24.8% | -19.0% |
| YTD | +6.2% | +23.3% | -17.1% | -10.5% |
| 1Y | +21.1% | +29.6% | -8.5% | -1.9% |
| 3Y | +36.4% | +70.5% | -34.1% | -13.7% |
| All | +12.2% | +73.6% | -61.4% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 5y: compounded portfolio wealth divided by compounded IWD 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…
5y analysis · Full analysis span regression · 6 months rolling