+4,104.6%
NUE vs IBN
+1,491.4%
+2,613.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.8% | -1.0% |
| 7D | +1.8% | -2.2% | +4.0% | +2.5% |
| 30D | -6.0% | -2.3% | -3.7% | -5.3% |
| 3M | +1.4% | +15.9% | -14.4% | -3.0% |
| 6M | +52.8% | +5.6% | +47.2% | +50.0% |
| YTD | +58.1% | -0.1% | +58.2% | +57.7% |
| 1Y | +80.4% | -6.5% | +87.0% | +83.0% |
| 3Y | +62.3% | +29.3% | +33.0% | +47.7% |
| 5Y | +146.2% | +56.6% | +89.6% | +110.9% |
| 10Y | +549.5% | +314.4% | +235.1% | +292.0% |
| All | +4,104.6% | +1,491.4% | +2,613.2% | +1,365.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling