+48.4%
NU vs IT
-45.8%
+94.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.4% | +7.2% | +2.6% |
| 7D | +6.0% | -9.1% | +15.1% | +9.7% |
| 30D | +10.8% | -7.0% | +17.8% | +13.2% |
| 3M | +32.2% | +7.6% | +24.5% | +23.9% |
| 6M | +5.1% | +2.1% | +3.0% | -0.4% |
| YTD | -8.4% | -31.6% | +23.2% | +6.1% |
| 1Y | +0.7% | -29.9% | +30.6% | +13.3% |
| 3Y | +125.1% | -51.3% | +176.4% | +195.3% |
| All | +48.4% | -45.8% | +94.2% | +59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling