-52.9%
NVO vs IRM
+102.2%
-155.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.2% | -2.7% |
| 7D | -7.6% | -1.4% | -6.1% | -7.2% |
| 30D | -6.0% | -7.4% | +1.4% | -4.1% |
| 3M | -0.8% | -7.4% | +6.6% | +0.9% |
| 6M | +16.5% | +8.7% | +7.8% | +12.3% |
| YTD | -11.1% | +40.9% | -52.1% | -20.7% |
| 1Y | -16.7% | +20.5% | -37.2% | -23.0% |
| 3Y | -52.9% | +101.7% | -154.6% | -58.8% |
| All | -52.9% | +102.2% | -155.1% | -58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling