+423.4%
IRM vs NTNX
+148.8%
+274.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.3% | +1.9% |
| 7D | -1.4% | -3.1% | +1.7% | -1.1% |
| 30D | -7.4% | +2.0% | -9.3% | -7.6% |
| 3M | -7.4% | +34.0% | -41.3% | -10.6% |
| 6M | +8.7% | +72.4% | -63.7% | +1.4% |
| YTD | +40.9% | +27.5% | +13.4% | +35.8% |
| 1Y | +20.5% | -18.7% | +39.3% | +22.1% |
| 3Y | +101.7% | +80.8% | +21.0% | +83.3% |
| 5Y | +197.7% | +54.5% | +143.2% | +166.8% |
| All | +423.4% | +148.8% | +274.6% | +317.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling