-24.1%
NU vs IYR
+12.4%
-36.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.1% | +0.1% | +1.4% |
| 7D | +0.2% | +6.9% | -6.8% | -3.7% |
| 30D | -21.0% | +10.2% | -31.3% | -25.5% |
| 3M | -16.3% | -0.3% | -16.0% | -16.2% |
| 6M | -15.3% | +3.6% | -18.9% | -17.7% |
| YTD | -28.4% | +12.5% | -40.8% | -35.1% |
| 1Y | -24.1% | +12.4% | -36.6% | -31.1% |
| All | -24.1% | +12.4% | -36.5% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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