+990.2%
IBKR vs NVMI
+3,158.6%
-2,168.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.7% |
| 7D | -1.3% | -0.1% | -1.3% | -1.3% |
| 30D | -0.2% | -8.4% | +8.2% | +2.3% |
| 3M | +3.0% | -33.6% | +36.5% | +14.7% |
| 6M | +33.9% | -14.7% | +48.5% | +36.9% |
| YTD | +42.5% | +13.2% | +29.3% | +33.4% |
| 1Y | +44.9% | +29.0% | +15.8% | +30.0% |
| 3Y | +293.0% | +215.0% | +78.0% | +157.7% |
| 5Y | +497.7% | +268.6% | +229.1% | +261.1% |
| All | +990.2% | +3,158.6% | -2,168.4% | +301.5% |
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