+103.3%
NU vs IR
+5.7%
+97.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.1% | -1.2% |
| 7D | -2.6% | -1.9% | -0.7% | -1.8% |
| 30D | +8.2% | -15.0% | +23.3% | +16.3% |
| 3M | +26.3% | -0.4% | +26.7% | +25.6% |
| 6M | +2.2% | -15.0% | +17.3% | +8.9% |
| YTD | -10.4% | -7.1% | -3.3% | -9.4% |
| 1Y | -3.0% | -7.5% | +4.6% | -2.0% |
| All | +103.3% | +5.7% | +97.6% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 3y: compounded portfolio wealth divided by compounded IR 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…
3y analysis · Full analysis span regression · 6 months rolling