+165.3%
IWM vs NUE
+589.1%
-423.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | -2.5% | -2.7% | +0.1% | -1.5% |
| 30D | -4.4% | -6.1% | +1.6% | -2.2% |
| 3M | +2.2% | +2.2% | 0.0% | +0.6% |
| 6M | +14.0% | +50.8% | -36.7% | -4.2% |
| YTD | +17.4% | +57.5% | -40.2% | -3.4% |
| 1Y | +22.9% | +82.5% | -59.5% | -5.1% |
| 3Y | +62.1% | +61.7% | +0.4% | +27.1% |
| 5Y | +38.2% | +145.1% | -107.0% | -14.8% |
| All | +165.3% | +589.1% | -423.9% | -9.4% |
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