+87.8%
NUE vs IBN
+4.2%
+83.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.8% | -5.8% | -3.0% |
| 7D | -1.4% | +8.9% | -10.3% | -3.6% |
| 30D | +6.6% | +12.6% | -6.1% | +2.9% |
| 3M | -2.0% | +3.1% | -5.1% | -2.6% |
| 6M | +19.2% | +20.6% | -1.4% | +12.7% |
| YTD | +65.6% | +5.8% | +59.8% | +61.8% |
| 1Y | +87.8% | +3.7% | +84.2% | +83.1% |
| All | +87.8% | +4.2% | +83.6% | +83.1% |
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