+48.0%
NVTS vs IRM
+103.7%
-55.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.3% |
| 7D | +9.7% | +1.6% | +8.1% | +8.1% |
| 30D | -13.6% | -4.2% | -9.4% | -10.1% |
| 3M | -51.0% | -5.4% | -45.6% | -48.3% |
| 6M | +46.3% | +12.0% | +34.3% | +39.8% |
| YTD | +68.1% | +42.0% | +26.0% | +36.5% |
| 1Y | +113.9% | +29.9% | +84.0% | +85.2% |
| All | +48.0% | +103.7% | -55.8% | -32.9% |
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 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