-10.8%
NVTS vs IRM
+19.5%
-30.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.7% | +7.3% | +6.9% |
| 7D | -0.3% | +2.6% | -2.9% | -3.1% |
| 30D | -24.4% | +5.6% | -30.0% | -29.0% |
| 3M | -26.5% | -4.7% | -21.8% | -21.4% |
| 6M | -41.4% | -6.1% | -35.3% | -34.5% |
| YTD | +30.7% | +46.3% | -15.7% | -3.7% |
| 1Y | -10.8% | +18.7% | -29.5% | -27.7% |
| All | -10.8% | +19.5% | -30.3% | -27.7% |
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