+575.6%
NUE vs IT
+103.1%
+472.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.3% | -3.7% | -0.3% |
| 7D | -0.6% | -3.7% | +3.0% | +0.5% |
| 30D | -4.6% | +0.1% | -4.6% | -5.3% |
| 3M | -0.3% | +20.7% | -21.0% | -9.3% |
| 6M | +51.9% | +12.0% | +39.9% | +39.8% |
| YTD | +60.0% | -28.8% | +88.8% | +73.6% |
| 1Y | +82.9% | -25.5% | +108.4% | +93.1% |
| 3Y | +66.0% | -48.8% | +114.7% | +98.3% |
| 5Y | +149.0% | -42.7% | +191.7% | +173.7% |
| All | +575.6% | +103.1% | +472.5% | +284.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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