+136.0%
NVO vs IRM
+440.8%
-304.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.2% | -2.6% |
| 7D | -7.6% | -1.4% | -6.1% | -7.3% |
| 30D | -6.0% | -7.4% | +1.4% | -4.6% |
| 3M | -0.8% | -7.4% | +6.6% | +0.5% |
| 6M | +16.5% | +8.7% | +7.8% | +13.7% |
| YTD | -11.1% | +40.9% | -52.1% | -17.8% |
| 1Y | -16.7% | +20.5% | -37.2% | -20.8% |
| 3Y | -52.9% | +101.7% | -154.6% | -59.6% |
| 5Y | -3.0% | +197.7% | -200.6% | -23.5% |
| All | +136.0% | +440.8% | -304.8% | +63.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling