+1,124.6%
IJR vs NUE
+4,969.2%
-3,844.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.5% |
| 7D | -2.3% | -2.7% | +0.4% | -1.3% |
| 30D | -4.7% | -6.1% | +1.4% | -2.7% |
| 3M | +2.1% | +2.2% | -0.1% | +0.6% |
| 6M | +13.9% | +50.8% | -36.9% | -3.2% |
| YTD | +18.2% | +57.5% | -39.3% | -1.4% |
| 1Y | +21.8% | +82.5% | -60.6% | -4.2% |
| 3Y | +52.2% | +61.7% | -9.5% | +21.7% |
| 5Y | +40.1% | +145.1% | -105.0% | -9.0% |
| 10Y | +169.7% | +577.8% | -408.1% | +13.8% |
| All | +1,124.6% | +4,969.2% | -3,844.7% | +151.8% |
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