+72.4%
IBM vs NEE
+38.3%
+34.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.2% |
| 7D | +0.3% | +1.1% | -0.8% | +0.2% |
| 30D | -1.5% | -0.2% | -1.3% | -1.5% |
| 3M | -16.8% | +0.5% | -17.3% | -16.9% |
| 6M | -9.0% | -6.5% | -2.5% | -8.7% |
| YTD | -20.1% | +6.7% | -26.8% | -21.6% |
| 1Y | -7.0% | +23.6% | -30.6% | -10.9% |
| 3Y | +72.4% | +37.1% | +35.3% | +59.3% |
| All | +72.4% | +38.3% | +34.1% | +59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling