+168.1%
IJR vs NUE
+599.8%
-431.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.0% | -0.1% |
| 7D | -2.2% | -0.6% | -1.5% | -1.9% |
| 30D | -4.6% | -4.6% | 0.0% | -3.0% |
| 3M | +0.2% | -0.3% | +0.6% | -0.4% |
| 6M | +14.7% | +51.9% | -37.2% | -4.5% |
| YTD | +18.9% | +60.0% | -41.1% | -3.4% |
| 1Y | +19.9% | +82.9% | -63.0% | -8.2% |
| 3Y | +53.0% | +66.0% | -13.0% | +17.8% |
| 5Y | +40.9% | +149.0% | -108.1% | -15.6% |
| All | +168.1% | +599.8% | -431.8% | -12.9% |
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