+504.6%
NOW vs IRM
+480.4%
+24.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | -0.5% |
| 7D | -3.1% | -3.8% | +0.7% | -1.9% |
| 30D | -27.0% | -3.2% | -23.9% | -26.6% |
| 3M | -17.7% | -7.8% | -9.9% | -16.3% |
| 6M | +12.7% | -12.7% | +25.4% | +16.1% |
| YTD | -32.9% | +36.7% | -69.6% | -42.0% |
| 1Y | -40.4% | +10.0% | -50.4% | -44.3% |
| 3Y | -17.1% | +107.2% | -124.3% | -41.1% |
| 5Y | -25.7% | +181.6% | -207.2% | -52.6% |
| 10Y | +504.6% | +481.1% | +23.5% | +186.1% |
| All | +504.6% | +480.4% | +24.2% | +186.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling