+102.8%
NOK vs IRM
+186.9%
-84.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.5% |
| 7D | +8.7% | -1.8% | +10.5% | +9.4% |
| 30D | +12.5% | -7.8% | +20.3% | +16.1% |
| 3M | -20.7% | -7.9% | -12.9% | -18.2% |
| 6M | +36.2% | +6.3% | +29.8% | +34.5% |
| YTD | +64.1% | +38.2% | +26.0% | +48.3% |
| 1Y | +132.4% | +19.8% | +112.6% | +118.7% |
| 3Y | +182.9% | +98.8% | +84.1% | +108.2% |
| 5Y | +102.8% | +191.8% | -89.0% | +25.5% |
| All | +102.8% | +186.9% | -84.1% | +25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling