+193.4%
NI vs IRM
+520.0%
-326.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | +4.3% | +6.8% | -2.5% | +2.0% |
| 30D | +12.4% | +2.6% | +9.8% | +11.0% |
| 3M | +10.2% | -9.5% | +19.6% | +13.4% |
| 6M | -0.8% | -8.5% | +7.7% | +1.3% |
| YTD | +13.2% | +40.3% | -27.0% | -1.8% |
| 1Y | +10.1% | +28.7% | -18.6% | -1.7% |
| 3Y | +103.1% | +111.8% | -8.7% | +44.3% |
| 5Y | +115.5% | +189.1% | -73.6% | +32.3% |
| All | +193.4% | +520.0% | -326.6% | +25.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling