-30.1%
NVTS vs IRM
+205.1%
-235.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.7% | -5.7% | -5.8% |
| 7D | +3.9% | +6.8% | -2.8% | -1.5% |
| 30D | -4.3% | +2.6% | -6.9% | -5.0% |
| 3M | -34.5% | -9.5% | -25.0% | -27.5% |
| 6M | -57.7% | -8.5% | -49.2% | -53.1% |
| YTD | +25.4% | +40.3% | -14.9% | +3.3% |
| 1Y | +13.1% | +28.7% | -15.5% | -0.9% |
| 3Y | +48.9% | +111.8% | -62.9% | -17.7% |
| 5Y | -51.8% | +189.1% | -240.9% | -77.9% |
| All | -30.1% | +205.1% | -235.2% | -68.9% |
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