+294.8%
IONQ vs NEE
+11.7%
+283.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.6% |
| 7D | +0.8% | +1.9% | -1.1% | +0.1% |
| 30D | -1.0% | -2.2% | +1.1% | -0.2% |
| 3M | -39.8% | -1.2% | -38.6% | -39.9% |
| 6M | +6.4% | -8.6% | +15.0% | +9.7% |
| YTD | -11.9% | +6.2% | -18.1% | -15.3% |
| 1Y | -6.2% | +21.1% | -27.3% | -14.5% |
| 3Y | +125.7% | +36.4% | +89.3% | +85.9% |
| All | +294.8% | +11.7% | +283.1% | +252.0% |
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 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