+849.9%
NOK vs IRM
+9,897.4%
-9,047.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +6.8% | +6.4% |
| 7D | +7.3% | +1.6% | +5.6% | +6.5% |
| 30D | +13.8% | -4.2% | +18.0% | +15.7% |
| 3M | -27.0% | -5.4% | -21.6% | -25.4% |
| 6M | +37.6% | +12.0% | +25.6% | +32.3% |
| YTD | +64.6% | +42.0% | +22.6% | +44.0% |
| 1Y | +132.0% | +29.9% | +102.2% | +108.7% |
| 3Y | +183.7% | +104.4% | +79.3% | +108.0% |
| 5Y | +101.3% | +191.0% | -89.7% | +26.3% |
| 10Y | +122.4% | +417.1% | -294.7% | +9.9% |
| All | +849.9% | +9,897.4% | -9,047.5% | +101.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling