+144.8%
IBM vs NEE
+290.2%
-145.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | -0.3% | -3.4% | +3.1% | +0.6% |
| 30D | +6.8% | +9.0% | -2.3% | +4.3% |
| 3M | +4.4% | +0.2% | +4.2% | +4.2% |
| 6M | +13.2% | -8.5% | +21.7% | +15.4% |
| YTD | -15.1% | +8.6% | -23.7% | -18.2% |
| 1Y | -20.2% | +2.2% | -22.3% | -21.7% |
| 3Y | +79.3% | +69.1% | +10.2% | +46.6% |
| 5Y | +147.5% | +13.0% | +134.4% | +127.2% |
| All | +144.8% | +290.2% | -145.4% | +55.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling