-9.4%
NVTS vs IRM
+206.7%
-216.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -2.7% |
| 7D | +3.5% | +3.0% | +0.5% | +1.0% |
| 30D | -11.9% | -5.2% | -6.7% | -7.7% |
| 3M | -49.2% | -8.0% | -41.2% | -45.3% |
| 6M | +38.4% | +9.2% | +29.3% | +34.1% |
| YTD | +62.5% | +41.0% | +21.5% | +31.1% |
| 1Y | +101.4% | +23.3% | +78.1% | +78.9% |
| 3Y | +40.4% | +102.8% | -62.4% | -21.0% |
| All | -9.4% | +206.7% | -216.1% | -60.5% |
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