+139.4%
IEMG vs NUE
+783.6%
-644.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.7% |
| 7D | -0.9% | -2.7% | +1.8% | -0.1% |
| 30D | +2.1% | -6.1% | +8.2% | +3.8% |
| 3M | +4.6% | +2.2% | +2.4% | +3.4% |
| 6M | +14.0% | +50.8% | -36.7% | +0.8% |
| YTD | +22.3% | +57.5% | -35.2% | +6.6% |
| 1Y | +30.7% | +82.5% | -51.8% | +8.7% |
| 3Y | +83.2% | +61.7% | +21.5% | +52.7% |
| 5Y | +47.0% | +145.1% | -98.2% | +1.2% |
| 10Y | +139.9% | +577.8% | -437.9% | -0.6% |
| All | +139.4% | +783.6% | -644.2% | -15.6% |
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