+46.1%
NU vs IOT
+54.1%
-8.1%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.6% |
| 7D | -4.9% | -4.5% | -0.4% | -3.4% |
| 30D | +7.8% | -2.4% | +10.3% | +8.1% |
| 3M | +20.9% | +19.0% | +2.0% | +11.6% |
| 6M | +0.9% | +19.6% | -18.7% | -8.9% |
| YTD | -12.7% | +8.3% | -20.9% | -20.1% |
| 1Y | -6.4% | -0.8% | -5.6% | -12.8% |
| 3Y | +98.1% | +24.4% | +73.7% | +50.1% |
| All | +46.1% | +54.1% | -8.1% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 5y: compounded portfolio wealth divided by compounded IOT 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…
5y analysis · Full analysis span regression · 6 months rolling