-99.2%
NVD vs IRM
+115.2%
-214.4%
-99.3%
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% | +3.4% |
| 7D | -7.7% | +1.6% | -9.3% | -6.4% |
| 30D | -5.8% | -4.2% | -1.6% | -8.3% |
| 3M | -23.2% | -5.4% | -17.8% | -25.4% |
| 6M | -49.7% | +12.0% | -61.8% | -42.7% |
| YTD | -47.7% | +42.0% | -89.7% | -25.0% |
| 1Y | -61.3% | +29.9% | -91.2% | -47.8% |
| 3Y | -99.2% | +104.4% | -203.5% | -97.9% |
| All | -99.2% | +115.2% | -214.4% | -97.8% |
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