+63.4%
NOK vs IR
+334.2%
-270.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | +11.0% | +4.3% | +6.7% | +9.7% |
| 30D | -16.0% | +8.1% | -24.1% | -17.7% |
| 3M | -19.8% | +0.7% | -20.5% | -19.9% |
| 6M | -37.1% | +16.6% | -53.7% | -40.2% |
| YTD | +28.0% | +7.8% | +20.2% | +23.5% |
| 1Y | +17.9% | +9.9% | +8.0% | +13.0% |
| 3Y | +152.7% | +25.2% | +127.5% | +126.5% |
| 5Y | +62.3% | +46.8% | +15.5% | +36.0% |
| All | +63.4% | +334.2% | -270.8% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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