+120.6%
IBM vs NUE
+147.3%
-26.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.8% | +3.3% |
| 7D | +3.6% | -2.3% | +5.9% | +3.9% |
| 30D | +1.5% | -6.1% | +7.6% | +2.4% |
| 3M | -12.9% | +1.7% | -14.6% | -13.3% |
| 6M | -3.9% | +53.1% | -57.0% | -10.4% |
| YTD | -17.3% | +59.0% | -76.4% | -23.5% |
| 1Y | -5.0% | +85.3% | -90.3% | -14.3% |
| 3Y | +78.2% | +63.2% | +15.0% | +60.4% |
| 5Y | +120.6% | +146.8% | -26.2% | +81.3% |
| All | +120.6% | +147.3% | -26.7% | +81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling