+14.5%
NU vs IBB
+41.9%
-27.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.8% | -1.8% |
| 7D | +0.8% | +1.6% | -0.9% | -0.8% |
| 30D | -24.1% | +6.7% | -30.8% | -29.4% |
| 3M | -12.8% | +6.3% | -19.1% | -19.2% |
| 6M | -10.9% | +23.9% | -34.8% | -30.4% |
| YTD | -29.3% | +26.6% | -55.9% | -46.5% |
| 1Y | -26.9% | +29.6% | -56.5% | -46.2% |
| 3Y | +38.8% | +86.1% | -47.2% | -38.2% |
| All | +14.5% | +41.9% | -27.4% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling