+134.5%
IBM vs NUE
+589.1%
-454.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.5% | -2.2% |
| 7D | -0.3% | -2.7% | +2.4% | +0.4% |
| 30D | -1.8% | -6.1% | +4.2% | -0.4% |
| 3M | -13.5% | +2.2% | -15.7% | -14.4% |
| 6M | -5.1% | +50.8% | -55.9% | -15.6% |
| YTD | -19.4% | +57.5% | -76.9% | -29.4% |
| 1Y | -6.5% | +82.5% | -89.0% | -21.7% |
| 3Y | +73.8% | +61.7% | +12.1% | +45.9% |
| 5Y | +116.3% | +145.1% | -28.8% | +48.2% |
| All | +134.5% | +589.1% | -454.6% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 10y: compounded portfolio wealth divided by compounded NUE 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…
10y analysis · Full analysis span regression · 6 months rolling