+383.2%
IRM vs NTR
+103.7%
+279.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.8% |
| 7D | +3.0% | +0.5% | +2.5% | +2.9% |
| 30D | -5.2% | +21.7% | -26.9% | -9.9% |
| 3M | -8.0% | +22.8% | -30.8% | -13.0% |
| 6M | +9.2% | +8.2% | +0.9% | +6.1% |
| YTD | +41.0% | +32.9% | +8.1% | +29.3% |
| 1Y | +23.3% | +45.3% | -22.1% | +9.9% |
| 3Y | +102.8% | +41.7% | +61.2% | +79.2% |
| 5Y | +192.8% | +49.8% | +143.0% | +141.2% |
| All | +383.2% | +103.7% | +279.6% | +216.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling