+575.6%
NUE vs IBN
+324.2%
+251.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +0.9% |
| 7D | -0.6% | -3.0% | +2.4% | +0.4% |
| 30D | -4.6% | -1.5% | -3.0% | -4.1% |
| 3M | -0.3% | +7.9% | -8.2% | -2.9% |
| 6M | +51.9% | +8.6% | +43.2% | +47.3% |
| YTD | +60.0% | -0.6% | +60.5% | +59.6% |
| 1Y | +82.9% | -7.3% | +90.2% | +86.3% |
| 3Y | +66.0% | +26.2% | +39.8% | +50.0% |
| 5Y | +149.0% | +57.8% | +91.1% | +107.1% |
| All | +575.6% | +324.2% | +251.4% | +324.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling