+575.6%
NUE vs IRM
+440.8%
+134.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.5% | +0.7% |
| 7D | -0.6% | -1.4% | +0.8% | 0.0% |
| 30D | -4.6% | -7.4% | +2.8% | -1.6% |
| 3M | -0.3% | -7.4% | +7.0% | +2.4% |
| 6M | +51.9% | +8.7% | +43.2% | +45.6% |
| YTD | +60.0% | +40.9% | +19.0% | +36.6% |
| 1Y | +82.9% | +20.5% | +62.4% | +65.7% |
| 3Y | +66.0% | +101.7% | -35.7% | +12.1% |
| 5Y | +149.0% | +197.7% | -48.7% | +38.0% |
| All | +575.6% | +440.8% | +134.8% | +184.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling