+750.3%
NVT vs IRM
+431.4%
+318.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.0% | +2.6% | +3.6% |
| 7D | +4.1% | -1.4% | +5.5% | +4.9% |
| 30D | -5.1% | -7.4% | +2.3% | -1.2% |
| 3M | -1.2% | -7.4% | +6.2% | +2.7% |
| 6M | +46.6% | +8.7% | +37.9% | +40.5% |
| YTD | +60.0% | +40.9% | +19.0% | +33.6% |
| 1Y | +70.8% | +20.5% | +50.3% | +53.9% |
| 3Y | +187.5% | +101.7% | +85.8% | +93.3% |
| 5Y | +426.1% | +197.7% | +228.5% | +180.9% |
| All | +750.3% | +431.4% | +318.8% | +212.6% |
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