+45.4%
NU vs IFF
-35.4%
+80.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | -4.2% | -2.8% | -1.4% | -3.1% |
| 30D | +10.0% | -1.1% | +11.2% | +10.6% |
| 3M | +29.3% | +13.8% | +15.4% | +21.8% |
| 6M | +0.9% | +16.7% | -15.7% | -6.8% |
| YTD | -10.3% | +26.1% | -36.4% | -20.9% |
| 1Y | -3.2% | +33.5% | -36.7% | -17.3% |
| 3Y | +120.6% | +31.6% | +89.0% | +78.4% |
| All | +45.4% | -35.4% | +80.8% | +110.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling