+49.9%
NU vs IOT
+55.2%
-5.4%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.7% | +1.6% | -0.9% |
| 7D | -2.6% | +5.1% | -7.7% | -4.3% |
| 30D | +8.2% | -3.0% | +11.3% | +8.7% |
| 3M | +26.3% | +15.0% | +11.3% | +17.9% |
| 6M | +2.2% | +13.1% | -10.9% | -5.8% |
| YTD | -10.4% | +9.0% | -19.4% | -18.2% |
| 1Y | -3.0% | +0.1% | -3.1% | -9.9% |
| 3Y | +120.3% | +26.4% | +93.8% | +65.9% |
| All | +49.9% | +55.2% | -5.4% | -22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling