+83.5%
NUE vs IRE
-85.3%
+168.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.8% | +6.9% | -0.8% |
| 7D | -2.7% | +7.9% | -10.6% | -2.9% |
| 30D | -6.1% | +9.3% | -15.3% | -6.5% |
| 3M | +2.2% | -52.3% | +54.6% | +3.0% |
| 6M | +50.8% | -38.5% | +89.2% | +49.6% |
| YTD | +57.5% | -54.8% | +112.4% | +54.6% |
| All | +83.5% | -85.3% | +168.7% | +82.1% |
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