+66.0%
NUE vs IFF
+29.0%
+37.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | -0.6% | -3.2% | +2.5% | 0.0% |
| 30D | -4.6% | -0.3% | -4.3% | -4.5% |
| 3M | -0.3% | +8.4% | -8.8% | -2.3% |
| 6M | +51.9% | +23.0% | +28.9% | +44.2% |
| YTD | +60.0% | +25.5% | +34.5% | +50.4% |
| 1Y | +82.9% | +29.1% | +53.8% | +70.4% |
| 3Y | +66.0% | +31.7% | +34.3% | +39.4% |
| All | +66.0% | +29.0% | +37.0% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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