+111.8%
IRM vs NIO
-60.1%
+171.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.2% | -0.3% |
| 7D | +6.8% | -14.5% | +21.2% | +8.1% |
| 30D | +2.6% | -15.0% | +17.6% | +3.9% |
| 3M | -9.5% | -35.6% | +26.1% | -6.6% |
| 6M | -8.5% | -55.7% | +47.2% | -3.1% |
| YTD | +40.3% | -43.1% | +83.4% | +45.5% |
| 1Y | +28.7% | -53.5% | +82.2% | +34.9% |
| 3Y | +111.8% | -59.8% | +171.7% | +122.5% |
| All | +111.8% | -60.1% | +171.9% | +122.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling