+117.6%
IBB vs NVMI
+3,158.6%
-3,041.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.4% | -0.2% |
| 7D | -4.2% | -0.1% | -4.2% | -4.2% |
| 30D | +1.1% | -8.4% | +9.5% | +2.8% |
| 3M | +19.0% | -33.6% | +52.6% | +28.5% |
| 6M | +18.9% | -14.7% | +33.5% | +19.6% |
| YTD | +20.3% | +13.2% | +7.1% | +12.3% |
| 1Y | +41.5% | +29.0% | +12.5% | +26.8% |
| 3Y | +60.3% | +215.0% | -154.7% | +4.3% |
| 5Y | +18.7% | +268.6% | -249.9% | -29.1% |
| All | +117.6% | +3,158.6% | -3,041.1% | -32.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling