+2,583.6%
ICE vs NUE
+1,349.5%
+1,234.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.8% | +1.8% |
| 7D | +3.6% | +2.8% | +0.9% | +2.4% |
| 30D | +15.1% | -2.1% | +17.2% | +15.5% |
| 3M | +15.4% | -7.3% | +22.7% | +17.7% |
| 6M | +16.1% | +8.9% | +7.3% | +9.8% |
| YTD | +11.4% | +55.6% | -44.3% | -10.6% |
| 1Y | +18.5% | +74.7% | -56.2% | -9.7% |
| 3Y | +70.5% | +71.7% | -1.1% | +22.5% |
| 5Y | +40.9% | +141.2% | -100.3% | -20.9% |
| 10Y | +260.6% | +429.6% | -169.0% | +14.6% |
| All | +2,583.6% | +1,349.5% | +1,234.2% | +350.4% |
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 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