+10.1%
NI vs IRM
+20.8%
-10.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +4.3% | +6.8% | -2.5% | +3.2% |
| 30D | +12.4% | +2.6% | +9.8% | +11.7% |
| 3M | +10.2% | -9.5% | +19.6% | +11.6% |
| 6M | -0.8% | -8.5% | +7.7% | +0.3% |
| YTD | +13.2% | +40.3% | -27.0% | +6.1% |
| 1Y | +10.1% | +28.7% | -18.6% | +4.8% |
| All | +10.1% | +20.8% | -10.7% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling