+141.7%
IBM vs NU
+9.5%
+132.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.5% | +1.4% |
| 7D | -1.7% | +2.8% | -4.5% | -1.9% |
| 30D | +10.1% | -23.0% | +33.1% | +12.2% |
| 3M | +4.8% | -9.7% | +14.6% | +5.2% |
| 6M | +12.6% | -8.7% | +21.3% | +12.7% |
| YTD | -13.9% | -26.4% | +12.5% | -12.4% |
| 1Y | -18.7% | -24.8% | +6.1% | -17.5% |
| 3Y | +81.9% | +44.6% | +37.3% | +77.1% |
| All | +141.7% | +9.5% | +132.2% | +133.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NU.
Daily Out/Under-Performance
Portfolio return minus NU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NU 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 NU 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