+183.7%
NOK vs IR
+8.4%
+175.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.6% | +7.8% | +6.5% |
| 7D | +7.3% | +0.6% | +6.6% | +7.1% |
| 30D | +13.8% | -13.6% | +27.4% | +17.3% |
| 3M | -27.0% | +3.7% | -30.7% | -27.9% |
| 6M | +37.6% | -13.1% | +50.6% | +41.3% |
| YTD | +64.6% | -5.1% | +69.7% | +64.6% |
| 1Y | +132.0% | -6.5% | +138.5% | +132.2% |
| 3Y | +183.7% | +8.5% | +175.2% | +142.4% |
| All | +183.7% | +8.4% | +175.3% | +142.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling