+98.1%
NU vs IFF
+29.0%
+69.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.1% | -2.5% |
| 7D | -4.9% | -3.2% | -1.7% | -4.1% |
| 30D | +7.8% | -0.3% | +8.1% | +7.9% |
| 3M | +20.9% | +8.4% | +12.5% | +18.3% |
| 6M | +0.9% | +23.0% | -22.1% | -4.5% |
| YTD | -12.7% | +25.5% | -38.1% | -18.5% |
| 1Y | -6.4% | +29.1% | -35.5% | -13.6% |
| 3Y | +98.1% | +31.7% | +66.4% | +79.8% |
| All | +98.1% | +29.0% | +69.1% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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