+196.5%
IRM vs NTR
+45.7%
+150.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | -1.4% | -1.3% | -0.2% | -1.2% |
| 30D | -7.4% | +16.8% | -24.2% | -10.3% |
| 3M | -7.4% | +20.7% | -28.1% | -11.1% |
| 6M | +8.7% | +0.5% | +8.1% | +8.0% |
| YTD | +40.9% | +29.2% | +11.8% | +32.1% |
| 1Y | +20.5% | +39.6% | -19.1% | +10.6% |
| 3Y | +101.7% | +37.9% | +63.8% | +83.0% |
| All | +196.5% | +45.7% | +150.8% | +145.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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