+28.0%
NU vs IRM
+187.0%
-159.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.7% | +12.5% | +12.1% |
| 7D | +9.9% | +6.8% | +3.1% | +6.5% |
| 30D | -11.5% | +2.6% | -14.1% | -13.2% |
| 3M | -5.1% | -9.5% | +4.4% | -1.4% |
| 6M | +3.1% | -8.5% | +11.6% | +6.2% |
| YTD | -21.0% | +40.3% | -61.3% | -35.0% |
| 1Y | -15.2% | +28.7% | -43.9% | -27.2% |
| 3Y | +56.4% | +111.8% | -55.4% | -6.6% |
| All | +28.0% | +187.0% | -159.0% | -38.2% |
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