+193.5%
IRM vs NIO
-90.7%
+284.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.8% |
| 7D | -0.5% | -13.0% | +12.6% | +0.7% |
| 30D | -8.1% | -18.3% | +10.2% | -6.6% |
| 3M | -9.7% | -33.2% | +23.5% | -6.7% |
| 6M | +10.0% | -21.5% | +31.5% | +11.7% |
| YTD | +43.0% | -25.5% | +68.5% | +45.6% |
| 1Y | +32.7% | -38.0% | +70.7% | +36.6% |
| 3Y | +102.7% | -65.5% | +168.2% | +112.6% |
| All | +193.5% | -90.7% | +284.1% | +206.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling