+357.7%
IGV vs NUE
+599.8%
-242.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.2% | -0.1% |
| 7D | -2.9% | -0.6% | -2.3% | -2.8% |
| 30D | -1.5% | -4.6% | +3.0% | -0.4% |
| 3M | +11.7% | -0.3% | +12.0% | +11.1% |
| 6M | +18.4% | +51.9% | -33.5% | +4.3% |
| YTD | -3.9% | +60.0% | -63.9% | -17.0% |
| 1Y | -9.7% | +82.9% | -92.6% | -25.3% |
| 3Y | +38.4% | +66.0% | -27.5% | +14.4% |
| 5Y | +21.6% | +149.0% | -127.4% | -13.6% |
| All | +357.7% | +599.8% | -242.1% | +118.8% |
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