-24.1%
NU vs IRM
+19.5%
-43.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.6% | +2.8% |
| 7D | +0.2% | +2.6% | -2.4% | -0.5% |
| 30D | -21.0% | +5.6% | -26.6% | -22.2% |
| 3M | -16.3% | -4.7% | -11.6% | -14.9% |
| 6M | -15.3% | -6.1% | -9.2% | -13.8% |
| YTD | -28.4% | +46.3% | -74.7% | -34.1% |
| 1Y | -24.1% | +18.7% | -42.8% | -25.1% |
| All | -24.1% | +19.5% | -43.6% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 1y: compounded portfolio wealth divided by compounded IRM 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…
1y analysis · Full analysis span regression · 6 months rolling