+1,795.0%
NI vs IRM
+9,964.6%
-8,169.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.3% | -1.0% |
| 7D | +2.0% | -0.5% | +2.5% | +2.1% |
| 30D | -3.5% | -8.1% | +4.5% | -1.7% |
| 3M | -9.1% | -9.7% | +0.5% | -7.2% |
| 6M | -11.8% | +10.0% | -21.8% | -14.3% |
| YTD | +1.1% | +43.0% | -41.9% | -7.8% |
| 1Y | +6.7% | +32.7% | -26.0% | -1.3% |
| 3Y | +71.1% | +102.7% | -31.6% | +41.6% |
| 5Y | +94.3% | +187.6% | -93.3% | +47.0% |
| 10Y | +135.8% | +420.1% | -284.3% | +53.0% |
| All | +1,795.0% | +9,964.6% | -8,169.6% | +810.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling