+48.4%
NU vs IRM
+190.6%
-142.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.1% |
| 7D | +6.0% | +1.6% | +4.4% | +5.1% |
| 30D | +10.8% | -4.2% | +15.0% | +12.9% |
| 3M | +32.2% | -5.4% | +37.5% | +35.0% |
| 6M | +5.1% | +12.0% | -6.9% | -1.5% |
| YTD | -8.4% | +42.0% | -50.5% | -24.4% |
| 1Y | +0.7% | +29.9% | -29.1% | -13.8% |
| 3Y | +125.1% | +104.4% | +20.8% | +38.8% |
| All | +48.4% | +190.6% | -142.2% | -28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling