+4,098.5%
NUE vs IVZ
+1,081.7%
+3,016.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.9% |
| 7D | -2.3% | +1.2% | -3.5% | -2.8% |
| 30D | -6.1% | +1.8% | -7.9% | -6.8% |
| 3M | +1.7% | +15.7% | -14.1% | -4.8% |
| 6M | +53.1% | +36.3% | +16.7% | +33.9% |
| YTD | +59.0% | +24.9% | +34.1% | +43.3% |
| 1Y | +85.3% | +48.9% | +36.4% | +55.1% |
| 3Y | +63.2% | +136.8% | -73.6% | +10.8% |
| 5Y | +146.8% | +60.0% | +86.8% | +91.3% |
| 10Y | +584.3% | +63.4% | +520.9% | +383.5% |
| All | +4,098.5% | +1,081.7% | +3,016.8% | +1,726.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling