+97.7%
NVTS vs IRM
+20.9%
+76.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.0% | -1.9% | -1.4% |
| 7D | +0.5% | -1.8% | +2.3% | +2.9% |
| 30D | -18.0% | -7.8% | -10.3% | -9.0% |
| 3M | -45.6% | -7.9% | -37.8% | -39.6% |
| 6M | +28.5% | +6.3% | +22.1% | +26.3% |
| YTD | +56.2% | +38.2% | +18.0% | +16.3% |
| 1Y | +97.7% | +19.8% | +77.9% | +83.8% |
| All | +97.7% | +20.9% | +76.8% | +83.8% |
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