+503.6%
IBKR vs NVMI
+261.9%
+241.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +15.0% |
| 6M | +33.9% | -14.7% | +48.5% | +36.8% |
| YTD | +42.5% | +13.2% | +29.3% | +32.9% |
| 1Y | +44.9% | +29.0% | +15.8% | +29.4% |
| 3Y | +293.0% | +215.0% | +78.0% | +154.7% |
| All | +503.6% | +261.9% | +241.7% | +279.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling