+1,279.2%
IBN vs NVMI
+1,976.9%
-697.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.6% |
| 7D | -5.1% | +6.9% | -12.0% | -5.7% |
| 30D | -3.5% | -2.8% | -0.7% | -3.4% |
| 3M | +11.3% | -27.3% | +38.6% | +14.1% |
| 6M | +4.4% | -13.7% | +18.1% | +4.9% |
| YTD | -1.8% | +13.8% | -15.6% | -4.3% |
| 1Y | -8.0% | +34.9% | -42.8% | -12.1% |
| 3Y | +27.1% | +213.5% | -186.5% | +8.8% |
| 5Y | +54.5% | +272.5% | -218.0% | +28.6% |
| 10Y | +314.2% | +3,142.4% | -2,828.2% | +181.1% |
| All | +1,279.2% | +1,976.9% | -697.7% | +681.9% |
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 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