+127.1%
IBM vs NU
+36.6%
+90.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.2% |
| 7D | -0.3% | +7.5% | -7.8% | -0.9% |
| 30D | +0.3% | +6.1% | -5.9% | -0.3% |
| 3M | -21.6% | +26.8% | -48.4% | -23.3% |
| 6M | -4.7% | +2.5% | -7.2% | -5.2% |
| YTD | -19.1% | -8.2% | -10.9% | -18.8% |
| 1Y | -2.5% | +3.4% | -5.9% | -3.0% |
| 3Y | +74.2% | +116.2% | -42.0% | +66.1% |
| All | +127.1% | +36.6% | +90.5% | +116.5% |
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