+23.7%
IWM vs NUE
+147.6%
-124.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | +2.8% | +6.1% | -3.4% | +0.8% |
| 30D | +0.6% | +2.7% | -2.1% | -0.4% |
| 3M | -7.8% | -3.8% | -3.9% | -7.0% |
| 6M | -1.0% | +14.0% | -15.0% | -6.2% |
| YTD | +13.9% | +61.2% | -47.3% | -4.4% |
| 1Y | +15.4% | +77.8% | -62.3% | -6.3% |
| 3Y | +70.2% | +78.2% | -8.0% | +33.7% |
| 5Y | +23.7% | +149.8% | -126.2% | -13.6% |
| All | +23.7% | +147.6% | -124.0% | -13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling