+390.8%
IRM vs NIO
-36.8%
+427.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | +1.6% | -6.7% | +8.3% | +2.0% |
| 30D | -4.2% | -20.0% | +15.9% | -3.1% |
| 3M | -5.4% | -30.5% | +25.1% | -3.6% |
| 6M | +12.0% | -20.7% | +32.7% | +13.1% |
| YTD | +42.0% | -25.7% | +67.7% | +43.8% |
| 1Y | +29.9% | -38.6% | +68.4% | +32.4% |
| 3Y | +104.4% | -62.3% | +166.6% | +108.9% |
| 5Y | +191.0% | -90.1% | +281.1% | +205.0% |
| All | +390.8% | -36.8% | +427.7% | +358.4% |
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