+20.6%
ICE vs NUE
+72.6%
-52.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.3% | +7.8% | -0.7% |
| 7D | +6.7% | -10.8% | +17.5% | +6.4% |
| 30D | +13.4% | -2.1% | +15.5% | +13.3% |
| 3M | +16.5% | -10.4% | +26.9% | +16.4% |
| 6M | +12.8% | +6.4% | +6.5% | +12.7% |
| YTD | +8.5% | +51.9% | -43.3% | +5.7% |
| 1Y | +20.6% | +71.1% | -50.5% | +13.7% |
| All | +20.6% | +72.6% | -52.0% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling