+66.0%
NUE vs IAG
+804.5%
-738.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.7% | +1.5% |
| 7D | -0.6% | -1.1% | +0.4% | -0.6% |
| 30D | -4.6% | +12.1% | -16.7% | -5.5% |
| 3M | -0.3% | +25.5% | -25.8% | -2.3% |
| 6M | +51.9% | -7.1% | +59.0% | +51.6% |
| YTD | +60.0% | +22.9% | +37.1% | +55.9% |
| 1Y | +82.9% | +83.3% | -0.5% | +72.6% |
| 3Y | +66.0% | +808.5% | -742.5% | +37.3% |
| All | +66.0% | +804.5% | -738.5% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling