-48.5%
NVTS vs IRM
+188.8%
-237.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.9% | -7.0% | -6.7% |
| 7D | +21.6% | +8.6% | +13.0% | +13.5% |
| 30D | -8.5% | 0.0% | -8.5% | -7.1% |
| 3M | -31.4% | -7.1% | -24.2% | -25.7% |
| 6M | -50.3% | -7.9% | -42.5% | -45.1% |
| YTD | +33.9% | +41.3% | -7.4% | +9.3% |
| 1Y | +10.6% | +20.7% | -10.1% | +1.1% |
| 3Y | +52.7% | +112.2% | -59.4% | -16.7% |
| 5Y | -48.5% | +191.2% | -239.7% | -77.4% |
| All | -48.5% | +188.8% | -237.3% | -77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling