+690.9%
IYR vs NUE
+5,454.5%
-4,763.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | -0.9% | -2.3% | +1.4% | -0.2% |
| 30D | -2.4% | -6.1% | +3.7% | -0.6% |
| 3M | -2.0% | +1.7% | -3.7% | -3.2% |
| 6M | +2.5% | +53.1% | -50.6% | -11.4% |
| YTD | +8.3% | +59.0% | -50.7% | -7.8% |
| 1Y | +6.5% | +85.3% | -78.9% | -14.2% |
| 3Y | +29.3% | +63.2% | -33.9% | +4.6% |
| 5Y | +5.7% | +146.8% | -141.1% | -29.5% |
| 10Y | +69.2% | +584.3% | -515.1% | -27.4% |
| All | +690.9% | +5,454.5% | -4,763.6% | +132.9% |
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