-24.1%
NU vs IT
-17.9%
-6.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.5% | +1.8% | +3.3% |
| 7D | +0.2% | -5.5% | +5.6% | +0.2% |
| 30D | -21.0% | +10.3% | -31.4% | -21.2% |
| 3M | -16.3% | +11.5% | -27.8% | -16.5% |
| 6M | -15.3% | +40.3% | -55.6% | -15.6% |
| YTD | -28.4% | -17.9% | -10.5% | -24.4% |
| 1Y | -24.1% | -8.8% | -15.3% | -23.1% |
| All | -24.1% | -17.9% | -6.2% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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