+158.3%
NOK vs IR
+25.2%
+133.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.5% |
| 7D | +2.2% | +1.1% | +1.1% | +2.0% |
| 30D | -14.7% | +7.6% | -22.3% | -16.0% |
| 3M | -10.6% | +0.1% | -10.7% | -10.7% |
| 6M | -39.4% | +14.0% | -53.3% | -41.2% |
| YTD | +30.4% | +7.5% | +23.0% | +27.2% |
| 1Y | +22.3% | +10.1% | +12.2% | +18.5% |
| All | +158.3% | +25.2% | +133.1% | +106.2% |
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