+2,954.5%
NEE vs IWD
+726.5%
+2,227.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.3% |
| 7D | +1.9% | -0.3% | +2.2% | +2.1% |
| 30D | -2.2% | +0.6% | -2.7% | -2.6% |
| 3M | -1.2% | +7.2% | -8.4% | -5.8% |
| 6M | -8.6% | +16.2% | -24.8% | -17.4% |
| YTD | +6.2% | +23.3% | -17.1% | -7.8% |
| 1Y | +21.1% | +29.6% | -8.5% | +1.8% |
| 3Y | +36.4% | +70.5% | -34.1% | -4.5% |
| 5Y | +11.4% | +73.5% | -62.1% | -23.0% |
| 10Y | +250.0% | +198.3% | +51.7% | +67.2% |
| All | +2,954.5% | +726.5% | +2,227.9% | +630.8% |
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