+2,413.6%
IBM vs NEE
+7,238.0%
-4,824.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | -0.3% | +1.9% | -2.2% | -0.8% |
| 30D | +0.3% | -2.2% | +2.4% | +0.9% |
| 3M | -21.6% | -1.2% | -20.4% | -21.5% |
| 6M | -4.7% | -8.6% | +3.9% | -3.0% |
| YTD | -19.1% | +6.2% | -25.3% | -21.4% |
| 1Y | -2.5% | +21.1% | -23.6% | -9.1% |
| 3Y | +74.2% | +36.4% | +37.8% | +52.7% |
| 5Y | +113.1% | +11.4% | +101.8% | +95.3% |
| 10Y | +133.5% | +250.0% | -116.4% | +47.3% |
| All | +2,413.6% | +7,238.0% | -4,824.4% | +615.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling