+323.5%
IP vs NUE
+13,742.9%
-13,419.5%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | -5.1% | -10.6% | +5.5% | -0.5% |
| 30D | +8.5% | -0.6% | +9.1% | +8.5% |
| 3M | -13.8% | -9.7% | -4.1% | -10.7% |
| 6M | +5.7% | +5.1% | +0.6% | +2.7% |
| YTD | -9.1% | +51.4% | -60.5% | -24.7% |
| 1Y | -0.8% | +71.3% | -72.1% | -22.0% |
| 3Y | +14.8% | +66.8% | -52.1% | -12.3% |
| 5Y | -11.5% | +134.8% | -146.3% | -45.1% |
| 10Y | +27.9% | +506.1% | -478.2% | -49.8% |
| All | +323.5% | +13,742.9% | -13,419.5% | -55.3% |
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