+138.6%
NOK vs IRM
+440.8%
-302.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.0% | +2.8% | +3.9% |
| 7D | +11.0% | -1.4% | +12.4% | +11.7% |
| 30D | +7.8% | -7.4% | +15.2% | +11.6% |
| 3M | -21.0% | -7.4% | -13.7% | -18.3% |
| 6M | +40.9% | +8.7% | +32.2% | +36.6% |
| YTD | +72.0% | +40.9% | +31.1% | +48.3% |
| 1Y | +140.9% | +20.5% | +120.4% | +120.7% |
| 3Y | +194.3% | +101.7% | +92.5% | +101.6% |
| 5Y | +112.5% | +197.7% | -85.1% | +16.4% |
| All | +138.6% | +440.8% | -302.2% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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