+103.5%
NU vs IYR
+28.0%
+75.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.7% |
| 7D | -4.2% | -2.8% | -1.4% | -2.4% |
| 30D | +10.0% | -2.5% | +12.6% | +12.0% |
| 3M | +29.3% | -3.0% | +32.2% | +31.5% |
| 6M | +0.9% | +1.6% | -0.7% | -0.4% |
| YTD | -10.3% | +7.3% | -17.6% | -14.8% |
| 1Y | -3.2% | +5.6% | -8.8% | -7.1% |
| All | +103.5% | +28.0% | +75.6% | +80.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling