+112.5%
NET vs IRM
+189.3%
-76.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -3.1% |
| 7D | -7.0% | -0.5% | -6.5% | -6.6% |
| 30D | -4.8% | -8.1% | +3.3% | +1.0% |
| 3M | +3.8% | -9.7% | +13.5% | +10.9% |
| 6M | +50.0% | +10.0% | +40.1% | +35.3% |
| YTD | +41.5% | +43.0% | -1.5% | +1.9% |
| 1Y | +32.8% | +32.7% | +0.2% | +0.6% |
| 3Y | +335.9% | +102.7% | +233.2% | +78.4% |
| All | +112.5% | +189.3% | -76.9% | -42.6% |
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