+396.3%
IAG vs NVMI
+10,581.4%
-10,185.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.2% |
| 7D | +1.7% | +6.9% | -5.3% | +1.1% |
| 30D | +11.4% | -2.8% | +14.3% | +11.7% |
| 3M | +33.0% | -27.3% | +60.4% | +36.3% |
| 6M | -6.0% | -13.7% | +7.7% | -5.0% |
| YTD | +24.6% | +13.8% | +10.7% | +23.3% |
| 1Y | +105.0% | +34.9% | +70.1% | +100.4% |
| 3Y | +837.9% | +213.5% | +624.4% | +753.5% |
| 5Y | +817.0% | +272.5% | +544.5% | +718.5% |
| 10Y | +425.3% | +3,142.4% | -2,717.1% | +316.7% |
| All | +396.3% | +10,581.4% | -10,185.2% | +249.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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