+44.6%
NOK vs IRE
-98.1%
+142.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -14.4% | +11.8% | -1.0% |
| 7D | +5.4% | -31.8% | +37.2% | +9.2% |
| 30D | -14.1% | -71.8% | +57.6% | -5.0% |
| 3M | -23.6% | -88.9% | +65.3% | -9.3% |
| 6M | -45.1% | -95.4% | +50.2% | -33.9% |
| YTD | +24.7% | -94.2% | +119.0% | +41.0% |
| 1Y | +19.0% | -97.1% | +116.1% | +39.1% |
| All | +44.6% | -98.1% | +142.7% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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