+84.7%
NUE vs IRE
-97.7%
+182.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -15.8% | +18.7% | +3.2% |
| 7D | -6.2% | -41.9% | +35.7% | -5.5% |
| 30D | +2.5% | -75.1% | +77.5% | +4.4% |
| 3M | -6.4% | -82.4% | +76.0% | -4.4% |
| 6M | +13.3% | -95.5% | +108.8% | +18.0% |
| YTD | +58.5% | -93.1% | +151.6% | +59.7% |
| 1Y | +81.9% | -97.8% | +179.7% | +86.3% |
| All | +84.7% | -97.7% | +182.4% | +88.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling