+184.5%
NOK vs IRM
+102.2%
+82.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.8% | +1.3% |
| 7D | +9.3% | +3.0% | +6.3% | +8.2% |
| 30D | +17.9% | -5.2% | +23.1% | +20.2% |
| 3M | -22.3% | -8.0% | -14.3% | -20.0% |
| 6M | +36.4% | +9.2% | +27.2% | +34.5% |
| YTD | +66.3% | +41.0% | +25.3% | +53.4% |
| 1Y | +134.4% | +23.3% | +111.2% | +122.3% |
| All | +184.5% | +102.2% | +82.2% | +105.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling