+3,892.9%
NUE vs IT
+5,645.5%
-1,752.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.4% | +5.6% | +0.2% |
| 7D | +1.8% | -9.1% | +10.9% | +4.2% |
| 30D | -6.0% | -7.0% | +1.1% | -4.6% |
| 3M | +1.4% | +7.6% | -6.2% | -2.3% |
| 6M | +52.8% | +2.1% | +50.7% | +47.7% |
| YTD | +58.1% | -31.6% | +89.7% | +67.6% |
| 1Y | +80.4% | -29.9% | +110.3% | +89.2% |
| 3Y | +62.3% | -51.3% | +113.5% | +83.9% |
| 5Y | +146.2% | -44.8% | +191.0% | +167.9% |
| 10Y | +549.5% | +91.4% | +458.1% | +404.3% |
| All | +3,892.9% | +5,645.5% | -1,752.5% | +1,387.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling