+19.5%
IP vs NUE
+78.6%
-59.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.8% | -2.0% |
| 7D | -0.9% | +6.1% | -7.0% | -3.1% |
| 30D | +6.7% | +2.7% | +4.0% | +5.4% |
| 3M | -16.6% | -3.8% | -12.7% | -15.8% |
| 6M | +6.0% | +14.0% | -8.0% | +0.3% |
| YTD | -10.7% | +61.2% | -71.9% | -25.5% |
| 1Y | -6.7% | +77.8% | -84.5% | -24.7% |
| All | +19.5% | +78.6% | -59.1% | -15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling