+13.1%
NVTS vs IRM
+20.8%
-7.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.7% | -5.7% | -5.4% |
| 7D | +3.9% | +6.8% | -2.8% | -4.8% |
| 30D | -4.3% | +2.6% | -6.9% | -6.2% |
| 3M | -34.5% | -9.5% | -25.0% | -23.8% |
| 6M | -57.7% | -8.5% | -49.2% | -50.8% |
| YTD | +25.4% | +40.3% | -14.9% | -9.2% |
| 1Y | +13.1% | +28.7% | -15.5% | -11.2% |
| All | +13.1% | +20.8% | -7.6% | -11.2% |
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