+213.7%
ICE vs NUE
+599.8%
-386.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.5% | +0.7% |
| 7D | -2.4% | -0.6% | -1.8% | -2.3% |
| 30D | +4.0% | -4.6% | +8.6% | +4.9% |
| 3M | +13.7% | -0.3% | +14.0% | +13.3% |
| 6M | +0.9% | +51.9% | -50.9% | -8.4% |
| YTD | -2.1% | +60.0% | -62.1% | -12.5% |
| 1Y | -9.5% | +82.9% | -92.4% | -21.6% |
| 3Y | +42.1% | +66.0% | -23.9% | +22.4% |
| 5Y | +41.4% | +149.0% | -107.6% | +5.6% |
| All | +213.7% | +599.8% | -386.2% | +47.7% |
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 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