+14.5%
NU vs IP
-8.9%
+23.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -3.3% |
| 7D | +0.8% | -0.9% | +1.6% | +1.1% |
| 30D | -24.1% | +6.7% | -30.8% | -25.8% |
| 3M | -12.8% | -16.6% | +3.8% | -8.0% |
| 6M | -10.9% | +6.0% | -16.8% | -13.5% |
| YTD | -29.3% | -10.7% | -18.7% | -28.5% |
| 1Y | -26.9% | -6.7% | -20.2% | -27.3% |
| 3Y | +38.8% | +17.1% | +21.7% | +12.6% |
| All | +14.5% | -8.9% | +23.4% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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