+48.3%
IEMG vs NUE
+146.6%
-98.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.3% | +0.9% |
| 7D | -1.3% | -0.6% | -0.7% | -1.2% |
| 30D | +1.9% | -4.6% | +6.5% | +2.8% |
| 3M | +1.4% | -0.3% | +1.7% | +1.2% |
| 6M | +15.2% | +51.9% | -36.7% | +5.8% |
| YTD | +23.8% | +60.0% | -36.2% | +12.5% |
| 1Y | +30.7% | +82.9% | -52.2% | +15.5% |
| 3Y | +83.3% | +66.0% | +17.3% | +61.1% |
| All | +48.3% | +146.6% | -98.3% | +17.8% |
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 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