+66.0%
NUE vs IBN
+27.4%
+38.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.1% |
| 7D | -0.6% | -3.0% | +2.4% | +0.1% |
| 30D | -4.6% | -1.5% | -3.0% | -4.2% |
| 3M | -0.3% | +7.9% | -8.2% | -2.1% |
| 6M | +51.9% | +8.6% | +43.2% | +48.6% |
| YTD | +60.0% | -0.6% | +60.5% | +59.3% |
| 1Y | +82.9% | -7.3% | +90.2% | +84.4% |
| 3Y | +66.0% | +26.2% | +39.8% | +61.7% |
| All | +66.0% | +27.4% | +38.5% | +61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling