+8,933.7%
ITW vs NUE
+14,301.5%
-5,367.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | -2.4% | -2.7% | +0.3% | -1.5% |
| 30D | -9.5% | -6.1% | -3.5% | -7.8% |
| 3M | +6.6% | +2.2% | +4.4% | +5.3% |
| 6M | -1.8% | +50.8% | -52.5% | -15.1% |
| YTD | +9.0% | +57.5% | -48.5% | -7.2% |
| 1Y | +3.6% | +82.5% | -78.9% | -16.5% |
| 3Y | +19.4% | +61.7% | -42.2% | -2.7% |
| 5Y | +36.4% | +145.1% | -108.7% | -8.1% |
| 10Y | +190.0% | +577.8% | -387.8% | +31.4% |
| All | +8,933.7% | +14,301.5% | -5,367.8% | +1,133.1% |
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 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