-6.4%
NU vs IRM
+22.0%
-28.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.0% | -4.7% | -3.2% |
| 7D | -4.9% | -1.4% | -3.4% | -4.5% |
| 30D | +7.8% | -7.4% | +15.2% | +10.3% |
| 3M | +20.9% | -7.4% | +28.3% | +23.4% |
| 6M | +0.9% | +8.7% | -7.8% | -1.9% |
| YTD | -12.7% | +40.9% | -53.6% | -19.3% |
| 1Y | -6.4% | +20.5% | -26.9% | -10.8% |
| All | -6.4% | +22.0% | -28.4% | -10.8% |
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