+45.2%
NU vs IEF
-7.5%
+52.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.0% |
| 7D | -2.6% | -0.3% | -2.3% | -2.5% |
| 30D | +8.2% | -0.6% | +8.8% | +8.5% |
| 3M | +26.3% | -1.0% | +27.3% | +26.8% |
| 6M | +2.2% | -3.1% | +5.3% | +3.3% |
| YTD | -10.4% | -1.9% | -8.5% | -9.8% |
| 1Y | -3.0% | -1.4% | -1.6% | -2.5% |
| 3Y | +120.3% | +9.8% | +110.5% | +109.6% |
| All | +45.2% | -7.5% | +52.7% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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