+808.3%
IWM vs NUE
+5,080.6%
-4,272.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +0.1% | +4.2% | -4.1% | -1.5% |
| 30D | -1.3% | -5.0% | +3.7% | +0.5% |
| 3M | +1.6% | -0.2% | +1.8% | +1.0% |
| 6M | +13.6% | +49.1% | -35.6% | -3.3% |
| YTD | +20.8% | +61.0% | -40.2% | -0.4% |
| 1Y | +26.4% | +82.5% | -56.1% | -1.0% |
| 3Y | +60.7% | +57.9% | +2.8% | +29.2% |
| 5Y | +38.2% | +146.6% | -108.4% | -11.0% |
| 10Y | +169.5% | +561.6% | -392.1% | +11.8% |
| All | +808.3% | +5,080.6% | -4,272.3% | +84.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling