+274.5%
IR vs NTNX
+298.7%
-24.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.3% |
| 7D | -3.1% | -3.9% | +0.8% | -2.4% |
| 30D | -14.0% | +1.7% | -15.7% | -14.4% |
| 3M | +3.7% | +31.7% | -28.0% | -1.6% |
| 6M | -15.4% | +69.4% | -84.7% | -24.1% |
| YTD | -7.7% | +26.6% | -34.2% | -12.9% |
| 1Y | -8.8% | -15.2% | +6.4% | -7.6% |
| 3Y | +5.6% | +80.9% | -75.3% | -10.2% |
| 5Y | +34.3% | +53.3% | -19.0% | +12.8% |
| All | +274.5% | +298.7% | -24.1% | +152.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded NTNX 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling