+98.1%
NU vs IAG
+804.5%
-706.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -2.8% |
| 7D | -4.9% | -1.1% | -3.8% | -4.7% |
| 30D | +7.8% | +12.1% | -4.3% | +5.5% |
| 3M | +20.9% | +25.5% | -4.6% | +15.3% |
| 6M | +0.9% | -7.1% | +8.0% | +0.7% |
| YTD | -12.7% | +22.9% | -35.5% | -17.7% |
| 1Y | -6.4% | +83.3% | -89.8% | -18.3% |
| 3Y | +98.1% | +808.5% | -710.4% | +28.1% |
| All | +98.1% | +804.5% | -706.4% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 3y: compounded portfolio wealth divided by compounded IAG 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…
3y analysis · Full analysis span regression · 6 months rolling