+48.9%
NVTS vs IRM
+112.1%
-63.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.7% | -5.7% | -5.7% |
| 7D | +3.9% | +6.8% | -2.8% | -1.8% |
| 30D | -4.3% | +2.6% | -6.9% | -5.0% |
| 3M | -34.5% | -9.5% | -25.0% | -27.3% |
| 6M | -57.7% | -8.5% | -49.2% | -52.9% |
| YTD | +25.4% | +40.3% | -14.9% | +5.6% |
| 1Y | +13.1% | +28.7% | -15.5% | +0.6% |
| 3Y | +48.9% | +111.8% | -62.9% | -29.8% |
| All | +48.9% | +112.1% | -63.2% | -29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling