+95.8%
NI vs IRM
+190.5%
-94.7%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +1.3% | +3.0% | -1.8% | +0.4% |
| 30D | -0.3% | -5.2% | +5.0% | +1.2% |
| 3M | -9.5% | -8.0% | -1.4% | -7.5% |
| 6M | -10.2% | +9.2% | -19.4% | -13.4% |
| YTD | +1.8% | +41.0% | -39.2% | -9.7% |
| 1Y | +5.7% | +23.3% | -17.6% | -2.5% |
| 3Y | +69.6% | +102.8% | -33.2% | +27.0% |
| 5Y | +95.8% | +192.8% | -97.0% | +29.4% |
| All | +95.8% | +190.5% | -94.7% | +29.4% |
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