+717.6%
NUE vs INDA
+109.8%
+607.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.4% | +1.1% |
| 7D | -2.3% | -2.6% | +0.3% | -0.8% |
| 30D | -6.1% | -2.9% | -3.1% | -4.5% |
| 3M | +1.7% | +2.4% | -0.7% | +0.3% |
| 6M | +53.1% | -2.6% | +55.7% | +55.1% |
| YTD | +59.0% | -10.0% | +69.0% | +68.3% |
| 1Y | +85.3% | -7.7% | +93.0% | +92.9% |
| 3Y | +63.2% | +8.9% | +54.3% | +53.9% |
| 5Y | +146.8% | +6.0% | +140.8% | +136.5% |
| 10Y | +584.3% | +84.4% | +499.9% | +379.0% |
| All | +717.6% | +109.8% | +607.8% | +435.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling