+173.3%
IRM vs NIO
-92.1%
+265.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.9% | -5.0% | +0.4% |
| 7D | -8.6% | +5.6% | -14.2% | -9.0% |
| 30D | -8.0% | -4.2% | -3.7% | -7.6% |
| 3M | -12.0% | -26.3% | +14.3% | -9.7% |
| 6M | -18.2% | -42.5% | +24.4% | -14.5% |
| YTD | +31.4% | -33.5% | +64.9% | +35.1% |
| 1Y | +9.2% | -52.7% | +61.8% | +15.2% |
| 3Y | +94.6% | -57.5% | +152.0% | +100.9% |
| All | +173.3% | -92.1% | +265.4% | +188.2% |
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