+2,244.9%
ICE vs NVMI
+18,499.5%
-16,254.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -0.9% | +6.9% | -7.8% | -1.6% |
| 30D | +4.0% | -2.8% | +6.8% | +4.1% |
| 3M | +11.0% | -27.3% | +38.3% | +13.7% |
| 6M | -5.0% | -13.7% | +8.7% | -5.0% |
| YTD | -2.7% | +13.8% | -16.5% | -6.0% |
| 1Y | -8.6% | +34.9% | -43.5% | -13.8% |
| 3Y | +41.4% | +213.5% | -172.2% | +17.6% |
| 5Y | +39.9% | +272.5% | -232.6% | +12.4% |
| 10Y | +214.9% | +3,142.4% | -2,927.5% | +98.0% |
| All | +2,244.9% | +18,499.5% | -16,254.6% | +974.1% |
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