+13.6%
NU vs IP
-8.1%
+21.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.9% | -0.9% |
| 7D | -2.6% | -5.0% | +2.4% | -1.1% |
| 30D | -25.0% | +6.5% | -31.6% | -26.7% |
| 3M | -18.9% | -18.0% | -0.9% | -14.1% |
| 6M | -17.6% | +10.3% | -27.9% | -21.0% |
| YTD | -29.9% | -9.9% | -20.0% | -29.3% |
| 1Y | -27.4% | -1.1% | -26.3% | -29.2% |
| 3Y | +38.4% | +13.0% | +25.4% | +15.1% |
| All | +13.6% | -8.1% | +21.7% | +16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling