+129.0%
IEF vs NUE
+3,262.1%
-3,133.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | -0.3% | -2.3% | +2.0% | -0.4% |
| 30D | -0.6% | -6.1% | +5.5% | -0.8% |
| 3M | -1.0% | +1.7% | -2.7% | -0.9% |
| 6M | -3.1% | +53.1% | -56.1% | -1.2% |
| YTD | -1.9% | +59.0% | -60.9% | +0.3% |
| 1Y | -1.4% | +85.3% | -86.7% | +1.5% |
| 3Y | +9.8% | +63.2% | -53.4% | +12.9% |
| 5Y | -8.8% | +146.8% | -155.6% | -3.5% |
| 10Y | +4.7% | +584.3% | -579.6% | +18.8% |
| All | +129.0% | +3,262.1% | -3,133.2% | +195.9% |
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