+619.8%
NOK vs IRM
+9,772.9%
-9,153.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.3% |
| 7D | +5.4% | +6.8% | -1.4% | +2.7% |
| 30D | -14.1% | +2.6% | -16.8% | -14.6% |
| 3M | -23.6% | -9.5% | -14.1% | -20.0% |
| 6M | -45.1% | -8.5% | -36.7% | -42.7% |
| YTD | +24.7% | +40.3% | -15.5% | +10.5% |
| 1Y | +19.0% | +28.7% | -9.7% | +8.8% |
| 3Y | +147.0% | +111.8% | +35.2% | +80.1% |
| 5Y | +58.2% | +189.1% | -130.9% | +0.4% |
| 10Y | +122.3% | +519.8% | -397.5% | +4.1% |
| All | +619.8% | +9,772.9% | -9,153.1% | +54.2% |
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