+87.5%
NUE vs IRE
-84.4%
+172.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +14.0% | -14.5% | -0.8% |
| 7D | +4.2% | +54.8% | -50.6% | +3.3% |
| 30D | -5.0% | +18.4% | -23.4% | -5.5% |
| 3M | -0.2% | -66.7% | +66.5% | +1.4% |
| 6M | +49.1% | -52.3% | +101.5% | +48.6% |
| YTD | +61.0% | -52.3% | +113.3% | +57.8% |
| All | +87.5% | -84.4% | +172.0% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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