-12.9%
NVTS vs IRM
+200.5%
-213.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.0% | -1.9% | -2.2% |
| 7D | +0.5% | -1.8% | +2.3% | +2.1% |
| 30D | -18.0% | -7.8% | -10.3% | -12.2% |
| 3M | -45.6% | -7.9% | -37.8% | -41.5% |
| 6M | +28.5% | +6.3% | +22.1% | +27.1% |
| YTD | +56.2% | +38.2% | +18.0% | +28.1% |
| 1Y | +97.7% | +19.8% | +77.9% | +79.6% |
| 3Y | +35.0% | +98.8% | -63.8% | -22.7% |
| All | -12.9% | +200.5% | -213.4% | -61.4% |
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 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