+41.8%
IWM vs NU
+36.3%
+5.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +1.4% | +6.0% | -4.6% | +0.2% |
| 30D | -2.3% | +10.8% | -13.1% | -4.4% |
| 3M | +4.0% | +32.2% | -28.2% | -1.8% |
| 6M | +17.9% | +5.1% | +12.8% | +16.1% |
| YTD | +20.2% | -8.4% | +28.6% | +21.2% |
| 1Y | +25.0% | +0.7% | +24.2% | +23.6% |
| 3Y | +66.0% | +125.1% | -59.1% | +38.9% |
| All | +41.8% | +36.3% | +5.5% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NU.
Daily Out/Under-Performance
Portfolio return minus NU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NU 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 NU 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