+330.8%
IP vs NUE
+14,392.8%
-14,062.0%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -2.4% |
| 7D | 0.0% | -6.2% | +6.3% | +2.7% |
| 30D | +9.4% | +2.5% | +6.9% | +8.0% |
| 3M | -14.1% | -6.4% | -7.7% | -12.3% |
| 6M | +9.2% | +13.3% | -4.1% | +2.7% |
| YTD | -7.5% | +58.5% | -66.1% | -24.9% |
| 1Y | -2.8% | +81.9% | -84.7% | -25.5% |
| 3Y | +21.2% | +75.3% | -54.0% | -9.3% |
| 5Y | -11.5% | +149.9% | -161.4% | -46.5% |
| 10Y | +23.7% | +436.0% | -412.3% | -48.8% |
| All | +330.8% | +14,392.8% | -14,062.0% | -55.4% |
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 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