+82.5%
NUE vs IBN
-4.0%
+86.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | +4.2% | +1.4% | +2.8% | +3.9% |
| 30D | -5.0% | -0.3% | -4.6% | -4.9% |
| 3M | -0.2% | +17.1% | -17.3% | -3.1% |
| 6M | +49.1% | +3.4% | +45.8% | +44.9% |
| YTD | +61.0% | +2.5% | +58.5% | +57.2% |
| 1Y | +82.5% | -4.2% | +86.7% | +74.5% |
| All | +82.5% | -4.0% | +86.5% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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