-27.2%
NOW vs IRM
+188.8%
-216.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -4.0% | -2.8% |
| 7D | -1.7% | +8.6% | -10.3% | -4.7% |
| 30D | -27.4% | 0.0% | -27.4% | -27.8% |
| 3M | -19.4% | -7.1% | -12.3% | -17.9% |
| 6M | +13.1% | -7.9% | +21.0% | +14.6% |
| YTD | -34.3% | +41.3% | -75.6% | -46.7% |
| 1Y | -41.8% | +20.7% | -62.5% | -49.0% |
| 3Y | -20.7% | +112.2% | -132.9% | -55.4% |
| 5Y | -27.2% | +191.2% | -218.4% | -68.7% |
| All | -27.2% | +188.8% | -216.1% | -68.7% |
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