+140.8%
IEMG vs NUE
+599.8%
-459.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.3% | +0.8% |
| 7D | -1.3% | -0.6% | -0.7% | -1.1% |
| 30D | +1.9% | -4.6% | +6.5% | +3.0% |
| 3M | +1.4% | -0.3% | +1.7% | +1.0% |
| 6M | +15.2% | +51.9% | -36.7% | +2.9% |
| YTD | +23.8% | +60.0% | -36.2% | +9.0% |
| 1Y | +30.7% | +82.9% | -52.2% | +10.8% |
| 3Y | +83.3% | +66.0% | +17.3% | +54.8% |
| 5Y | +48.8% | +149.0% | -100.2% | +6.4% |
| All | +140.8% | +599.8% | -459.1% | +15.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling