+277.0%
IR vs NTNX
+307.9%
-30.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.9% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | -15.0% | +3.8% | -18.9% | -15.7% |
| 3M | -0.4% | +31.9% | -32.4% | -5.5% |
| 6M | -15.0% | +68.5% | -83.5% | -23.7% |
| YTD | -7.1% | +29.5% | -36.6% | -12.7% |
| 1Y | -7.5% | -11.6% | +4.1% | -7.1% |
| 3Y | +6.3% | +85.1% | -78.8% | -9.9% |
| 5Y | +37.3% | +54.8% | -17.5% | +15.1% |
| All | +277.0% | +307.9% | -30.9% | +153.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling