+138.6%
NOK vs IT
+103.1%
+35.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.3% | -0.5% | +3.9% |
| 7D | +11.0% | -3.7% | +14.6% | +11.6% |
| 30D | +7.8% | +0.1% | +7.8% | +7.4% |
| 3M | -21.0% | +20.7% | -41.7% | -25.4% |
| 6M | +40.9% | +12.0% | +28.9% | +34.1% |
| YTD | +72.0% | -28.8% | +100.8% | +81.9% |
| 1Y | +140.9% | -25.5% | +166.4% | +149.8% |
| 3Y | +194.3% | -48.8% | +243.0% | +228.8% |
| 5Y | +112.5% | -42.7% | +155.3% | +125.1% |
| All | +138.6% | +103.1% | +35.5% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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