+45.4%
NU vs IRM
+182.7%
-137.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +1.1% |
| 7D | -4.2% | -1.8% | -2.4% | -3.4% |
| 30D | +10.0% | -7.8% | +17.8% | +14.2% |
| 3M | +29.3% | -7.9% | +37.1% | +33.7% |
| 6M | +0.9% | +6.3% | -5.4% | -3.1% |
| YTD | -10.3% | +38.2% | -48.4% | -25.0% |
| 1Y | -3.2% | +19.8% | -23.0% | -13.6% |
| 3Y | +120.6% | +98.8% | +21.8% | +37.8% |
| All | +45.4% | +182.7% | -137.2% | -28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling