+87.8%
NUE vs IAG
+56.5%
+31.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +10.2% | -12.3% | -2.9% |
| 7D | -1.4% | +1.1% | -2.5% | -1.6% |
| 30D | +6.6% | -5.3% | +11.8% | +6.9% |
| 3M | -2.0% | +18.0% | -20.0% | -3.9% |
| 6M | +19.2% | +7.1% | +12.1% | +17.8% |
| YTD | +65.6% | +5.9% | +59.7% | +62.3% |
| 1Y | +87.8% | +59.4% | +28.4% | +75.0% |
| All | +87.8% | +56.5% | +31.3% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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