+6.8%
NOW vs IRM
+189.3%
-182.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.6% | -3.6% |
| 7D | -2.4% | -0.5% | -1.9% | -2.2% |
| 30D | +20.5% | -8.1% | +28.6% | +24.1% |
| 3M | +18.3% | -9.7% | +28.0% | +22.2% |
| 6M | +24.1% | +10.0% | +14.1% | +16.1% |
| YTD | -7.8% | +43.0% | -50.8% | -24.7% |
| 1Y | -21.4% | +32.7% | -54.1% | -34.1% |
| 3Y | +19.5% | +102.7% | -83.2% | -28.6% |
| All | +6.8% | +189.3% | -182.5% | -53.4% |
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