+14,226.8%
NUE vs IFF
+825.7%
+13,401.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | -0.6% | -3.2% | +2.5% | +1.0% |
| 30D | -4.6% | -0.3% | -4.3% | -4.6% |
| 3M | -0.3% | +8.4% | -8.8% | -5.3% |
| 6M | +51.9% | +23.0% | +28.9% | +32.9% |
| YTD | +60.0% | +25.5% | +34.5% | +37.6% |
| 1Y | +82.9% | +29.1% | +53.8% | +54.0% |
| 3Y | +66.0% | +31.7% | +34.3% | +32.4% |
| 5Y | +149.0% | -35.2% | +184.2% | +177.2% |
| 10Y | +588.3% | -20.7% | +609.1% | +543.0% |
| All | +14,226.8% | +825.7% | +13,401.1% | +3,143.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling