+32.6%
NET vs IRM
+195.7%
-163.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -3.8% |
| 7D | -16.4% | +2.6% | -18.9% | -17.8% |
| 30D | -25.8% | +5.6% | -31.5% | -28.8% |
| 3M | -11.5% | -4.7% | -6.8% | -8.9% |
| 6M | +18.9% | -6.1% | +25.0% | +22.3% |
| YTD | +35.2% | +46.3% | -11.1% | -5.3% |
| 1Y | +14.5% | +18.7% | -4.3% | -4.8% |
| 3Y | +313.8% | +111.5% | +202.3% | +56.1% |
| 5Y | +32.6% | +210.3% | -177.7% | -67.5% |
| All | +32.6% | +195.7% | -163.1% | -67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling