+144.5%
IBM vs NEE
+243.3%
-98.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.4% | +4.8% | +3.7% |
| 7D | +3.6% | -0.5% | +4.1% | +3.7% |
| 30D | +1.5% | -1.7% | +3.2% | +1.9% |
| 3M | -12.9% | -1.8% | -11.1% | -12.7% |
| 6M | -3.9% | -8.8% | +4.9% | -2.2% |
| YTD | -17.3% | +5.2% | -22.5% | -19.6% |
| 1Y | -5.0% | +21.3% | -26.3% | -11.5% |
| 3Y | +78.2% | +35.2% | +43.0% | +56.5% |
| 5Y | +120.6% | +10.1% | +110.5% | +104.0% |
| 10Y | +144.5% | +253.2% | -108.8% | +65.0% |
| All | +144.5% | +243.3% | -98.8% | +65.0% |
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