+356.7%
IP vs NUE
+14,617.8%
-14,261.1%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.4% |
| 7D | -5.3% | +4.2% | -9.5% | -7.0% |
| 30D | -10.9% | -5.0% | -5.9% | -9.2% |
| 3M | +11.2% | -0.2% | +11.4% | +10.8% |
| 6M | -10.2% | +49.1% | -59.4% | -24.7% |
| YTD | -2.0% | +61.0% | -63.0% | -20.5% |
| 1Y | -19.1% | +82.5% | -101.6% | -38.0% |
| 3Y | +20.9% | +57.9% | -37.1% | -5.3% |
| 5Y | -17.8% | +146.6% | -164.4% | -50.1% |
| 10Y | +23.5% | +561.6% | -538.1% | -53.1% |
| All | +356.7% | +14,617.8% | -14,261.1% | -52.8% |
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