+2,413.6%
IBM vs NUE
+14,617.8%
-12,204.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -0.3% | +4.2% | -4.5% | -1.3% |
| 30D | +0.3% | -5.0% | +5.3% | +1.3% |
| 3M | -21.6% | -0.2% | -21.4% | -21.9% |
| 6M | -4.7% | +49.1% | -53.8% | -13.6% |
| YTD | -19.1% | +61.0% | -80.1% | -28.1% |
| 1Y | -2.5% | +82.5% | -85.0% | -16.1% |
| 3Y | +74.2% | +57.9% | +16.2% | +51.2% |
| 5Y | +113.1% | +146.6% | -33.4% | +60.0% |
| 10Y | +133.5% | +561.6% | -428.1% | +33.6% |
| All | +2,413.6% | +14,617.8% | -12,204.2% | +539.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling