+42.4%
IWM vs NU
+36.6%
+5.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.7% |
| 7D | +0.1% | +7.5% | -7.4% | -1.3% |
| 30D | -1.3% | +6.1% | -7.4% | -2.6% |
| 3M | +1.6% | +26.8% | -25.2% | -3.3% |
| 6M | +13.6% | +2.5% | +11.1% | +12.4% |
| YTD | +20.8% | -8.2% | +28.9% | +21.6% |
| 1Y | +26.4% | +3.4% | +23.1% | +24.4% |
| 3Y | +60.7% | +116.2% | -55.5% | +35.4% |
| All | +42.4% | +36.6% | +5.8% | +16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling