+48.4%
NU vs IAG
+561.5%
-513.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.1% |
| 7D | +6.0% | +4.3% | +1.8% | +5.2% |
| 30D | +10.8% | +9.8% | +1.0% | +8.8% |
| 3M | +32.2% | +28.9% | +3.2% | +25.5% |
| 6M | +5.1% | -7.6% | +12.7% | +5.2% |
| YTD | -8.4% | +22.0% | -30.4% | -13.5% |
| 1Y | +0.7% | +99.5% | -98.8% | -13.5% |
| 3Y | +125.1% | +818.3% | -693.2% | +41.1% |
| All | +48.4% | +561.5% | -513.1% | -10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling