+87.8%
NUE vs IRM
+19.5%
+68.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.7% | -2.4% |
| 7D | -1.4% | +2.6% | -4.0% | -2.0% |
| 30D | +6.6% | +5.6% | +0.9% | +5.2% |
| 3M | -2.0% | -4.7% | +2.7% | -0.9% |
| 6M | +19.2% | -6.1% | +25.3% | +21.1% |
| YTD | +65.6% | +46.3% | +19.3% | +55.6% |
| 1Y | +87.8% | +18.7% | +69.1% | +84.9% |
| All | +87.8% | +19.5% | +68.4% | +84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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