+3,058.4%
NEE vs IWD
+745.7%
+2,312.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +2.3% | +1.6% | +0.7% | +1.2% |
| 30D | +11.5% | +3.6% | +7.9% | +8.9% |
| 3M | +2.6% | +2.0% | +0.6% | +1.2% |
| 6M | -6.0% | +13.1% | -19.0% | -13.4% |
| YTD | +9.8% | +26.2% | -16.4% | -6.1% |
| 1Y | +4.7% | +29.6% | -24.9% | -12.0% |
| 3Y | +71.0% | +84.3% | -13.3% | +13.6% |
| 5Y | +15.8% | +73.4% | -57.6% | -19.9% |
| 10Y | +287.3% | +202.4% | +84.8% | +83.4% |
| All | +3,058.4% | +745.7% | +2,312.8% | +644.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling