+9,698.9%
IRM vs NTRS
+2,566.5%
+7,132.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.4% |
| 7D | -1.8% | +0.3% | -2.1% | -1.9% |
| 30D | -7.8% | +0.2% | -7.9% | -7.8% |
| 3M | -7.9% | +13.2% | -21.1% | -11.3% |
| 6M | +6.3% | +36.9% | -30.6% | -3.6% |
| YTD | +38.2% | +39.1% | -1.0% | +24.3% |
| 1Y | +19.8% | +50.4% | -30.6% | +5.3% |
| 3Y | +98.8% | +166.8% | -68.0% | +45.0% |
| 5Y | +191.8% | +92.9% | +98.9% | +130.1% |
| 10Y | +428.8% | +255.7% | +173.1% | +236.0% |
| All | +9,698.9% | +2,566.5% | +7,132.4% | +4,160.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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