-98.5%
NVD vs IRM
+112.6%
-211.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +3.3% |
| 7D | +28.6% | +6.8% | +21.8% | +35.5% |
| 30D | +73.6% | +2.6% | +71.0% | +80.3% |
| 3M | +70.1% | -9.5% | +79.5% | +62.0% |
| 6M | +53.6% | -8.5% | +62.1% | +49.6% |
| YTD | -7.0% | +40.3% | -47.3% | +35.3% |
| 1Y | -9.0% | +28.7% | -37.7% | +23.1% |
| 3Y | -98.3% | +111.8% | -210.2% | -95.6% |
| All | -98.5% | +112.6% | -211.1% | -96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling