-7.8%
NVTS vs IRM
+211.1%
-218.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.6% | +4.7% | +5.0% |
| 7D | +2.7% | -0.5% | +3.2% | +3.0% |
| 30D | -4.5% | -8.1% | +3.6% | +2.4% |
| 3M | -61.5% | -9.7% | -51.9% | -57.8% |
| 6M | +28.0% | +10.0% | +18.0% | +23.3% |
| YTD | +65.3% | +43.0% | +22.3% | +31.8% |
| 1Y | +113.0% | +32.7% | +80.3% | +79.5% |
| 3Y | +34.7% | +102.7% | -68.0% | -24.2% |
| All | -7.8% | +211.1% | -218.9% | -60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling