+56.4%
NU vs IRM
+112.1%
-55.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.7% | +12.5% | +12.0% |
| 7D | +9.9% | +6.8% | +3.1% | +7.3% |
| 30D | -11.5% | +2.6% | -14.1% | -12.8% |
| 3M | -5.1% | -9.5% | +4.4% | -2.1% |
| 6M | +3.1% | -8.5% | +11.6% | +5.7% |
| YTD | -21.0% | +40.3% | -61.3% | -31.7% |
| 1Y | -15.2% | +28.7% | -43.9% | -24.3% |
| 3Y | +56.4% | +111.8% | -55.4% | +2.5% |
| All | +56.4% | +112.1% | -55.6% | +2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling