+135.4%
NOK vs IR
-7.6%
+143.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.1% | +1.2% |
| 7D | +9.3% | -1.9% | +11.2% | +9.5% |
| 30D | +17.9% | -15.0% | +32.9% | +19.2% |
| 3M | -22.3% | -0.4% | -21.9% | -22.4% |
| 6M | +36.4% | -15.0% | +51.4% | +37.9% |
| YTD | +66.3% | -7.1% | +73.4% | +70.5% |
| All | +135.4% | -7.6% | +143.0% | +141.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling