+145.1%
NUE vs IBN
+52.7%
+92.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.7% |
| 7D | -2.7% | -5.5% | +2.8% | -0.4% |
| 30D | -6.1% | -3.4% | -2.6% | -4.8% |
| 3M | +2.2% | +8.7% | -6.4% | -1.2% |
| 6M | +50.8% | +3.7% | +47.1% | +48.0% |
| YTD | +57.5% | -2.4% | +59.9% | +58.3% |
| 1Y | +82.5% | -8.1% | +90.6% | +87.1% |
| 3Y | +61.7% | +26.3% | +35.4% | +39.1% |
| 5Y | +145.1% | +54.9% | +90.2% | +79.9% |
| All | +145.1% | +52.7% | +92.4% | +79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling