+98.1%
NU vs IBKR
+291.8%
-193.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.8% | -3.5% |
| 7D | -4.9% | -1.3% | -3.5% | -4.4% |
| 30D | +7.8% | -0.2% | +8.0% | +7.6% |
| 3M | +20.9% | +3.0% | +18.0% | +18.7% |
| 6M | +0.9% | +33.9% | -33.0% | -11.7% |
| YTD | -12.7% | +42.5% | -55.2% | -25.7% |
| 1Y | -6.4% | +44.9% | -51.3% | -21.3% |
| 3Y | +98.1% | +293.0% | -194.9% | +22.4% |
| All | +98.1% | +291.8% | -193.7% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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