+155.9%
NUE vs INDA
+5.7%
+150.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +0.9% |
| 7D | -0.6% | -2.7% | +2.1% | +1.3% |
| 30D | -4.6% | -2.8% | -1.8% | -2.6% |
| 3M | -0.3% | +1.6% | -2.0% | -1.6% |
| 6M | +51.9% | -1.4% | +53.3% | +52.9% |
| YTD | +60.0% | -10.1% | +70.1% | +72.3% |
| 1Y | +82.9% | -8.8% | +91.7% | +94.1% |
| 3Y | +66.0% | +7.6% | +58.4% | +49.9% |
| All | +155.9% | +5.7% | +150.2% | +126.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling