+37.3%
NOK vs IRE
-97.2%
+134.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +39.6% | -36.9% | -1.5% |
| 7D | -10.5% | -27.2% | +16.7% | -9.1% |
| 30D | -27.9% | -75.1% | +47.3% | -19.6% |
| 3M | -18.8% | -77.9% | +59.1% | -9.5% |
| 6M | -41.9% | -94.6% | +52.7% | -32.1% |
| YTD | +18.4% | -91.5% | +109.9% | +29.2% |
| 1Y | +10.9% | -97.8% | +108.7% | +30.2% |
| All | +37.3% | -97.2% | +134.5% | +56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling