+32.7%
IRM vs NTNX
+0.3%
+32.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.7% | +1.6% |
| 7D | -0.5% | -1.6% | +1.1% | -0.3% |
| 30D | -8.1% | +11.6% | -19.7% | -8.8% |
| 3M | -9.7% | +23.8% | -33.5% | -11.2% |
| 6M | +10.0% | +68.8% | -58.8% | +5.0% |
| YTD | +43.0% | +31.7% | +11.3% | +38.2% |
| 1Y | +32.7% | -0.9% | +33.6% | +33.3% |
| All | +32.7% | +0.3% | +32.4% | +33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling