+41.5%
NU vs ICE
+24.1%
+17.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -3.4% |
| 7D | -4.9% | -2.4% | -2.5% | -3.2% |
| 30D | +7.8% | +4.0% | +3.8% | +4.5% |
| 3M | +20.9% | +13.7% | +7.3% | +9.0% |
| 6M | +0.9% | +0.9% | 0.0% | -1.0% |
| YTD | -12.7% | -2.1% | -10.5% | -13.6% |
| 1Y | -6.4% | -9.5% | +3.1% | -0.9% |
| 3Y | +98.1% | +42.1% | +56.0% | +32.9% |
| All | +41.5% | +24.1% | +17.4% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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