+3,419.0%
NUE vs ITOT
+879.4%
+2,539.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.1% |
| 7D | -2.7% | -2.0% | -0.6% | +0.1% |
| 30D | -6.1% | -2.0% | -4.1% | -3.5% |
| 3M | +2.2% | +4.5% | -2.3% | -4.0% |
| 6M | +50.8% | +12.6% | +38.1% | +28.0% |
| YTD | +57.5% | +12.0% | +45.5% | +34.6% |
| 1Y | +82.5% | +17.3% | +65.2% | +46.4% |
| 3Y | +61.7% | +75.2% | -13.6% | -25.1% |
| 5Y | +145.1% | +74.0% | +71.1% | +14.5% |
| 10Y | +577.8% | +298.6% | +279.2% | -3.7% |
| All | +3,419.0% | +879.4% | +2,539.6% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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