-26.4%
NOW vs IRM
+168.2%
-194.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.3% | -0.7% |
| 7D | -3.0% | -8.6% | +5.6% | +0.3% |
| 30D | -26.0% | -8.0% | -18.1% | -24.1% |
| 3M | -13.1% | -12.0% | -1.1% | -9.7% |
| 6M | +14.5% | -18.2% | +32.7% | +21.6% |
| YTD | -33.4% | +31.4% | -64.8% | -44.5% |
| 1Y | -40.6% | +9.2% | -49.8% | -45.8% |
| 3Y | -16.3% | +94.6% | -110.9% | -51.1% |
| All | -26.4% | +168.2% | -194.5% | -67.6% |
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