+142.3%
IEMG vs NVMI
+5,078.4%
-4,936.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.8% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | +1.9% | -8.4% | +10.3% | +4.0% |
| 3M | +1.4% | -33.6% | +35.0% | +11.4% |
| 6M | +15.2% | -14.7% | +29.8% | +18.2% |
| YTD | +23.8% | +13.2% | +10.6% | +18.0% |
| 1Y | +30.7% | +29.0% | +1.6% | +19.8% |
| 3Y | +83.3% | +215.0% | -131.7% | +24.2% |
| 5Y | +48.8% | +268.6% | -219.8% | -7.5% |
| 10Y | +142.8% | +3,124.7% | -2,981.9% | -18.4% |
| All | +142.3% | +5,078.4% | -4,936.1% | -25.7% |
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