+541.7%
IBB vs NVMI
+4,551.3%
-4,009.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.5% | -6.4% | -1.5% |
| 7D | +1.4% | +6.6% | -5.2% | +0.7% |
| 30D | +10.5% | -7.5% | +18.0% | +11.2% |
| 3M | +23.6% | -28.5% | +52.1% | +27.1% |
| 6M | +22.6% | -15.7% | +38.4% | +23.5% |
| YTD | +25.7% | +13.3% | +12.4% | +22.4% |
| 1Y | +51.4% | +48.3% | +3.1% | +42.8% |
| 3Y | +64.4% | +191.2% | -126.9% | +41.5% |
| 5Y | +22.1% | +268.7% | -246.5% | +1.7% |
| 10Y | +132.5% | +3,034.8% | -2,902.3% | +59.9% |
| All | +541.7% | +4,551.3% | -4,009.6% | +258.8% |
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