+37.6%
ITW vs NUE
+146.6%
-109.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.4% | +0.7% |
| 7D | -0.7% | -0.6% | -0.1% | -0.6% |
| 30D | -8.3% | -4.6% | -3.8% | -7.3% |
| 3M | +6.0% | -0.3% | +6.3% | +5.7% |
| 6M | 0.0% | +51.9% | -51.9% | -11.5% |
| YTD | +10.2% | +60.0% | -49.8% | -3.9% |
| 1Y | +3.2% | +82.9% | -79.7% | -13.5% |
| 3Y | +21.0% | +66.0% | -45.0% | +1.2% |
| All | +37.6% | +146.6% | -109.0% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling