+45.4%
NU vs IT
-46.4%
+91.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | -4.2% | -12.7% | +8.5% | +0.8% |
| 30D | +10.0% | -8.9% | +18.9% | +13.4% |
| 3M | +29.3% | +10.1% | +19.1% | +19.7% |
| 6M | +0.9% | +7.3% | -6.3% | -6.9% |
| YTD | -10.3% | -32.4% | +22.1% | +4.5% |
| 1Y | -3.2% | -26.6% | +23.5% | +5.5% |
| 3Y | +120.6% | -51.8% | +172.4% | +190.6% |
| All | +45.4% | -46.4% | +91.8% | +56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling