+40.6%
ICE vs NUE
+59.2%
-18.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.4% |
| 7D | -5.3% | -2.7% | -2.7% | -5.2% |
| 30D | +3.0% | -6.1% | +9.1% | +3.4% |
| 3M | +11.4% | +2.2% | +9.2% | +11.1% |
| 6M | -2.0% | +50.8% | -52.8% | -5.5% |
| YTD | -3.1% | +57.5% | -60.7% | -7.1% |
| 1Y | -8.4% | +82.5% | -90.8% | -13.5% |
| All | +40.6% | +59.2% | -18.6% | +32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling