-99.1%
NVD vs IRM
+109.3%
-208.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.0% | +6.5% | +2.9% |
| 7D | +9.0% | -1.8% | +10.9% | +7.6% |
| 30D | -5.5% | -7.8% | +2.3% | -10.6% |
| 3M | -24.6% | -7.9% | -16.8% | -28.3% |
| 6M | -42.1% | +6.3% | -48.4% | -36.8% |
| YTD | -44.3% | +38.2% | -82.5% | -21.8% |
| 1Y | -54.2% | +19.8% | -74.0% | -42.5% |
| 3Y | -99.1% | +98.8% | -197.9% | -97.9% |
| All | -99.1% | +109.3% | -208.5% | -97.7% |
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