+48.4%
NU vs IR
+26.3%
+22.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | +0.7% |
| 7D | +6.0% | +0.6% | +5.4% | +5.6% |
| 30D | +10.8% | -13.6% | +24.4% | +21.1% |
| 3M | +32.2% | +3.7% | +28.5% | +27.8% |
| 6M | +5.1% | -13.1% | +18.2% | +13.1% |
| YTD | -8.4% | -5.1% | -3.3% | -8.3% |
| 1Y | +0.7% | -6.5% | +7.2% | +1.3% |
| 3Y | +125.1% | +8.5% | +116.6% | +86.8% |
| All | +48.4% | +26.3% | +22.1% | +5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling