+109.5%
NOK vs IR
+271.9%
-162.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | +8.7% | -3.1% | +11.8% | +9.6% |
| 30D | +12.5% | -14.0% | +26.5% | +17.4% |
| 3M | -20.7% | +3.7% | -24.5% | -22.0% |
| 6M | +36.2% | -15.4% | +51.5% | +41.7% |
| YTD | +64.1% | -7.7% | +71.8% | +65.4% |
| 1Y | +132.4% | -8.8% | +141.2% | +134.3% |
| 3Y | +182.9% | +5.6% | +177.3% | +165.8% |
| 5Y | +102.8% | +34.3% | +68.5% | +74.4% |
| All | +109.5% | +271.9% | -162.3% | +46.0% |
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