+48.4%
NU vs IYR
+3.2%
+45.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +6.0% | -0.4% | +6.4% | +6.4% |
| 30D | +10.8% | -2.5% | +13.3% | +13.5% |
| 3M | +32.2% | +1.5% | +30.7% | +29.7% |
| 6M | +5.1% | +3.9% | +1.3% | +1.0% |
| YTD | -8.4% | +9.5% | -18.0% | -16.8% |
| 1Y | +0.7% | +7.5% | -6.7% | -6.9% |
| 3Y | +125.1% | +30.8% | +94.3% | +65.7% |
| All | +48.4% | +3.2% | +45.2% | +60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling