-18.9%
NU vs IRE
-97.3%
+78.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.5% | +5.2% | +2.9% |
| 7D | +6.4% | -15.5% | +21.9% | +6.2% |
| 30D | -23.3% | -70.4% | +47.1% | -19.8% |
| 3M | -10.7% | -81.6% | +70.9% | -5.1% |
| 6M | -10.4% | -94.7% | +84.3% | -2.3% |
| YTD | -26.2% | -91.8% | +65.6% | -23.8% |
| 1Y | -22.1% | -97.6% | +75.4% | -16.0% |
| All | -18.9% | -97.3% | +78.4% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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