+3,016.3%
NEE vs IWF
+670.6%
+2,345.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.3% |
| 7D | -2.1% | +2.8% | -4.9% | -3.4% |
| 30D | +8.6% | -7.5% | +16.2% | +12.2% |
| 3M | -0.3% | -8.5% | +8.2% | +3.4% |
| 6M | -8.9% | -7.4% | -1.5% | -6.5% |
| YTD | +8.3% | -2.6% | +11.0% | +8.1% |
| 1Y | +4.3% | -1.8% | +6.1% | +3.6% |
| 3Y | +70.7% | +65.5% | +5.3% | +27.2% |
| 5Y | +12.8% | +55.8% | -43.0% | -14.8% |
| 10Y | +287.2% | +384.9% | -97.6% | +62.9% |
| All | +3,016.3% | +670.6% | +2,345.7% | +635.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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