+1,054.0%
IJH vs NUE
+5,048.0%
-3,994.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.2% |
| 7D | -1.9% | -0.6% | -1.2% | -1.6% |
| 30D | -4.6% | -4.6% | -0.1% | -3.2% |
| 3M | -1.2% | -0.3% | -0.8% | -1.7% |
| 6M | +9.4% | +51.9% | -42.5% | -6.8% |
| YTD | +13.3% | +60.0% | -46.7% | -5.5% |
| 1Y | +13.4% | +82.9% | -69.5% | -10.3% |
| 3Y | +50.4% | +66.0% | -15.5% | +19.6% |
| 5Y | +49.0% | +149.0% | -100.0% | -2.8% |
| 10Y | +182.6% | +588.3% | -405.7% | +20.1% |
| All | +1,054.0% | +5,048.0% | -3,994.0% | +141.8% |
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 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