+87.8%
NUE vs INDA
-7.3%
+95.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.7% | -4.8% | -3.1% |
| 7D | -1.4% | +6.9% | -8.4% | -4.2% |
| 30D | +6.6% | +7.4% | -0.9% | +3.3% |
| 3M | -2.0% | -1.0% | -1.0% | -1.5% |
| 6M | +19.2% | +2.9% | +16.3% | +17.5% |
| YTD | +65.6% | -7.4% | +73.0% | +65.7% |
| 1Y | +87.8% | -7.4% | +95.2% | +88.3% |
| All | +87.8% | -7.3% | +95.2% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 1y: compounded portfolio wealth divided by compounded INDA 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…
1y analysis · Full analysis span regression · 6 months rolling