+70.8%
NVT vs IRM
+22.0%
+48.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -1.0% |
| 3M | -1.2% | -7.4% | +6.2% | +2.7% |
| 6M | +46.6% | +8.7% | +37.9% | +42.4% |
| YTD | +60.0% | +40.9% | +19.0% | +39.2% |
| 1Y | +70.8% | +20.5% | +50.3% | +58.7% |
| All | +70.8% | +22.0% | +48.8% | +58.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling