+113.0%
NVTS vs IRM
+34.4%
+78.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.6% | +4.7% | +4.3% |
| 7D | +2.7% | -0.5% | +3.2% | +3.2% |
| 30D | -4.5% | -8.1% | +3.6% | +6.0% |
| 3M | -61.5% | -9.7% | -51.9% | -56.0% |
| 6M | +28.0% | +10.0% | +18.0% | +21.0% |
| YTD | +65.3% | +43.0% | +22.3% | +19.5% |
| 1Y | +113.0% | +32.7% | +80.3% | +89.4% |
| All | +113.0% | +34.4% | +78.6% | +89.4% |
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