+52.8%
IONQ vs NEE
+16.3%
+36.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.5% | +24.9% | +24.0% |
| 7D | +8.6% | +3.9% | +4.7% | +6.8% |
| 30D | -21.1% | +12.8% | -33.9% | -25.0% |
| 3M | -17.9% | +3.6% | -21.4% | -19.3% |
| 6M | -37.9% | -7.5% | -30.5% | -36.3% |
| YTD | -27.3% | +10.7% | -38.0% | -31.6% |
| 1Y | -43.2% | +9.1% | -52.3% | -46.3% |
| 3Y | +191.0% | +61.0% | +130.0% | +114.6% |
| All | +52.8% | +16.3% | +36.5% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling