+103.3%
NU vs IRM
+102.2%
+1.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.4% | -1.9% |
| 7D | -2.6% | +3.0% | -5.6% | -3.7% |
| 30D | +8.2% | -5.2% | +13.4% | +10.4% |
| 3M | +26.3% | -8.0% | +34.3% | +30.0% |
| 6M | +2.2% | +9.2% | -6.9% | -1.9% |
| YTD | -10.4% | +41.0% | -51.4% | -22.6% |
| 1Y | -3.0% | +23.3% | -26.2% | -12.0% |
| All | +103.3% | +102.2% | +1.0% | +37.2% |
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