+79.4%
NUE vs IRE
-97.3%
+176.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +1.8% |
| 7D | -10.2% | -15.5% | +5.3% | -10.2% |
| 30D | -0.4% | -70.4% | +70.0% | +1.2% |
| 3M | -8.4% | -81.6% | +73.3% | -6.5% |
| 6M | +10.1% | -94.7% | +104.8% | +14.3% |
| YTD | +54.1% | -91.8% | +145.8% | +54.7% |
| 1Y | +74.7% | -97.6% | +172.3% | +78.6% |
| All | +79.4% | -97.3% | +176.8% | +82.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling