+124.4%
IAU vs NVMI
+207.9%
-83.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.0% | +0.4% |
| 7D | -2.0% | -0.1% | -1.9% | -2.0% |
| 30D | -1.5% | -8.4% | +6.9% | -1.0% |
| 3M | +3.3% | -33.6% | +36.8% | +5.8% |
| 6M | -16.2% | -14.7% | -1.6% | -15.7% |
| YTD | +0.7% | +13.2% | -12.6% | +0.6% |
| 1Y | +19.2% | +29.0% | -9.8% | +18.7% |
| 3Y | +124.4% | +215.0% | -90.6% | +125.9% |
| All | +124.4% | +207.9% | -83.4% | +125.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling