+575.6%
NUE vs IVZ
+65.9%
+509.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.0% |
| 7D | -0.6% | -2.4% | +1.8% | +0.5% |
| 30D | -4.6% | +3.0% | -7.6% | -6.0% |
| 3M | -0.3% | +14.9% | -15.2% | -7.3% |
| 6M | +51.9% | +36.7% | +15.1% | +29.8% |
| YTD | +60.0% | +25.7% | +34.3% | +41.2% |
| 1Y | +82.9% | +47.7% | +35.2% | +48.9% |
| 3Y | +66.0% | +138.8% | -72.9% | +4.2% |
| 5Y | +149.0% | +62.1% | +86.9% | +80.9% |
| All | +575.6% | +65.9% | +509.7% | +355.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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