+45.4%
NU vs IBB
+34.7%
+10.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +1.6% |
| 7D | -4.2% | -5.2% | +1.0% | +1.3% |
| 30D | +10.0% | +1.5% | +8.6% | +7.9% |
| 3M | +29.3% | +22.1% | +7.1% | +2.9% |
| 6M | +0.9% | +17.7% | -16.8% | -16.3% |
| YTD | -10.3% | +20.2% | -30.4% | -27.7% |
| 1Y | -3.2% | +44.4% | -47.6% | -37.1% |
| 3Y | +120.6% | +61.1% | +59.5% | +19.5% |
| All | +45.4% | +34.7% | +10.7% | -14.5% |
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