+246.0%
IR vs NIO
-46.0%
+292.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | +1.1% | -1.8% | +2.9% | +1.2% |
| 30D | +7.6% | -6.6% | +14.2% | +8.2% |
| 3M | +0.1% | -29.9% | +30.0% | +3.2% |
| 6M | +14.0% | -46.6% | +60.6% | +20.0% |
| YTD | +7.5% | -36.5% | +43.9% | +10.8% |
| 1Y | +10.1% | -51.1% | +61.3% | +16.2% |
| 3Y | +24.9% | -55.2% | +80.1% | +27.6% |
| 5Y | +46.9% | -92.3% | +139.2% | +65.8% |
| All | +246.0% | -46.0% | +292.0% | +206.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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