+1,119.4%
NBIS vs IRM
-1.7%
+1,121.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.7% | +8.4% | +8.5% |
| 7D | +22.2% | +1.6% | +20.6% | +19.9% |
| 30D | +29.7% | -4.2% | +33.9% | +37.8% |
| 3M | +11.9% | -5.4% | +17.2% | +22.0% |
| 6M | +173.0% | +12.0% | +161.0% | +146.2% |
| YTD | +191.4% | +42.0% | +149.3% | +100.6% |
| 1Y | +280.7% | +29.9% | +250.8% | +189.1% |
| All | +1,119.4% | -1.7% | +1,121.1% | +989.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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