-0.8%
IOT vs NUE
+85.4%
-86.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.7% | 0.0% |
| 7D | -4.5% | -0.6% | -3.9% | -4.6% |
| 30D | -2.4% | -4.6% | +2.1% | -2.6% |
| 3M | +19.0% | -0.3% | +19.3% | +20.1% |
| 6M | +19.6% | +51.9% | -32.2% | +19.4% |
| YTD | +8.3% | +60.0% | -51.7% | +6.4% |
| 1Y | -0.8% | +82.9% | -83.7% | -10.4% |
| All | -0.8% | +85.4% | -86.2% | -10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling