+2,263.8%
ICE vs NUE
+1,372.8%
+891.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.4% |
| 7D | -1.2% | +1.8% | -2.9% | -2.0% |
| 30D | +5.0% | -6.0% | +10.9% | +7.3% |
| 3M | +13.9% | +1.4% | +12.4% | +12.1% |
| 6M | -4.4% | +52.8% | -57.2% | -21.6% |
| YTD | -1.9% | +58.1% | -60.0% | -21.2% |
| 1Y | -8.1% | +80.4% | -88.5% | -30.7% |
| 3Y | +42.5% | +62.3% | -19.8% | +5.6% |
| 5Y | +40.6% | +146.2% | -105.6% | -21.8% |
| 10Y | +217.1% | +549.5% | -332.4% | -10.0% |
| All | +2,263.8% | +1,372.8% | +891.0% | +297.4% |
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