+145.1%
NUE vs IRM
+186.9%
-41.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.2% |
| 7D | -2.7% | -1.8% | -0.9% | -2.0% |
| 30D | -6.1% | -7.8% | +1.7% | -3.3% |
| 3M | +2.2% | -7.9% | +10.1% | +5.1% |
| 6M | +50.8% | +6.3% | +44.4% | +46.5% |
| YTD | +57.5% | +38.2% | +19.4% | +37.5% |
| 1Y | +82.5% | +19.8% | +62.6% | +67.2% |
| 3Y | +61.7% | +98.8% | -37.1% | +5.1% |
| 5Y | +145.1% | +191.8% | -46.6% | +25.0% |
| All | +145.1% | +186.9% | -41.7% | +25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling