+730.1%
NVT vs IRM
+431.6%
+298.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.7% | -2.1% |
| 7D | +7.0% | +3.0% | +4.0% | +5.4% |
| 30D | -2.3% | -5.2% | +2.9% | +0.5% |
| 3M | -3.1% | -8.0% | +4.9% | +1.1% |
| 6M | +47.0% | +9.2% | +37.9% | +40.5% |
| YTD | +56.2% | +41.0% | +15.2% | +30.4% |
| 1Y | +74.5% | +23.3% | +51.3% | +55.4% |
| 3Y | +184.0% | +102.8% | +81.2% | +90.3% |
| 5Y | +410.8% | +192.8% | +218.0% | +175.0% |
| All | +730.1% | +431.6% | +298.5% | +205.1% |
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