+11,553.0%
NVO vs IRM
+9,823.4%
+1,729.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | -4.7% | +3.0% | -7.7% | -5.2% |
| 30D | -5.4% | -5.2% | -0.2% | -4.7% |
| 3M | +7.0% | -8.0% | +15.0% | +8.2% |
| 6M | +17.6% | +9.2% | +8.4% | +15.5% |
| YTD | -8.0% | +41.0% | -49.0% | -13.4% |
| 1Y | -13.8% | +23.3% | -37.1% | -17.3% |
| 3Y | -50.3% | +102.8% | -153.1% | -56.2% |
| 5Y | +0.7% | +192.8% | -192.1% | -17.1% |
| 10Y | +155.6% | +439.6% | -284.0% | +86.7% |
| All | +11,553.0% | +9,823.4% | +1,729.6% | +6,266.2% |
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 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