+143.5%
IWM vs NUE
+423.6%
-280.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.1% | +1.0% |
| 7D | +1.4% | +2.8% | -1.3% | +0.3% |
| 30D | +2.3% | -2.1% | +4.4% | +2.9% |
| 3M | -8.3% | -7.3% | -1.0% | -6.2% |
| 6M | -1.3% | +8.9% | -10.2% | -5.9% |
| YTD | +13.5% | +55.6% | -42.1% | -6.7% |
| 1Y | +18.4% | +74.7% | -56.3% | -7.2% |
| 3Y | +69.6% | +71.7% | -2.1% | +29.2% |
| 5Y | +23.3% | +141.2% | -117.9% | -23.6% |
| All | +143.5% | +423.6% | -280.1% | -11.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling