+97.9%
NOK vs IR
+288.5%
-190.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +2.3% |
| 7D | -1.8% | -2.8% | +1.1% | -0.9% |
| 30D | +4.7% | -15.1% | +19.8% | +9.7% |
| 3M | -39.7% | +6.1% | -45.7% | -41.0% |
| 6M | +23.1% | -16.8% | +39.9% | +28.8% |
| YTD | +55.0% | -3.5% | +58.6% | +54.3% |
| 1Y | +118.0% | -3.5% | +121.5% | +116.2% |
| 3Y | +170.5% | +9.5% | +161.0% | +151.7% |
| 5Y | +84.9% | +45.1% | +39.8% | +55.7% |
| All | +97.9% | +288.5% | -190.6% | +36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling