+98.1%
NU vs ITW
+20.2%
+77.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -3.2% |
| 7D | -4.9% | -0.7% | -4.2% | -4.6% |
| 30D | +7.8% | -8.3% | +16.1% | +12.2% |
| 3M | +20.9% | +6.0% | +14.9% | +17.0% |
| 6M | +0.9% | 0.0% | +0.9% | +0.2% |
| YTD | -12.7% | +10.2% | -22.9% | -17.9% |
| 1Y | -6.4% | +3.2% | -9.6% | -9.0% |
| 3Y | +98.1% | +21.0% | +77.1% | +75.7% |
| All | +98.1% | +20.2% | +77.9% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 3y: compounded portfolio wealth divided by compounded ITW 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…
3y analysis · Full analysis span regression · 6 months rolling