+41.7%
ICE vs NUE
+146.6%
-104.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.5% | +0.8% |
| 7D | -2.4% | -0.6% | -1.8% | -2.3% |
| 30D | +4.0% | -4.6% | +8.6% | +4.6% |
| 3M | +13.7% | -0.3% | +14.0% | +13.4% |
| 6M | +0.9% | +51.9% | -50.9% | -5.9% |
| YTD | -2.1% | +60.0% | -62.1% | -9.8% |
| 1Y | -9.5% | +82.9% | -92.4% | -18.6% |
| 3Y | +42.1% | +66.0% | -23.9% | +27.4% |
| All | +41.7% | +146.6% | -104.9% | +16.2% |
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