-9.5%
IEF vs NVMI
+261.9%
-271.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.2% |
| 7D | -1.3% | -0.1% | -1.3% | -1.3% |
| 30D | -1.7% | -8.4% | +6.7% | -1.7% |
| 3M | -2.5% | -33.6% | +31.0% | -2.4% |
| 6M | -3.3% | -14.7% | +11.4% | -3.2% |
| YTD | -2.8% | +13.2% | -16.0% | -2.8% |
| 1Y | -2.7% | +29.0% | -31.7% | -2.7% |
| 3Y | +8.9% | +215.0% | -206.1% | +8.2% |
| All | -9.5% | +261.9% | -271.4% | -10.6% |
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