+145.1%
NUE vs IAG
+796.9%
-651.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.2% | -0.7% |
| 7D | -2.7% | -4.1% | +1.4% | -2.2% |
| 30D | -6.1% | +10.6% | -16.7% | -7.3% |
| 3M | +2.2% | +35.4% | -33.1% | -1.9% |
| 6M | +50.8% | -9.5% | +60.3% | +50.9% |
| YTD | +57.5% | +21.8% | +35.7% | +51.2% |
| 1Y | +82.5% | +84.1% | -1.7% | +65.4% |
| 3Y | +61.7% | +817.4% | -755.7% | +11.9% |
| 5Y | +145.1% | +830.1% | -685.0% | +51.4% |
| All | +145.1% | +796.9% | -651.7% | +51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling