-35.2%
IFF vs NVMI
+261.9%
-297.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.7% |
| 7D | -3.2% | -0.1% | -3.1% | -3.2% |
| 30D | -0.3% | -8.4% | +8.1% | +0.8% |
| 3M | +8.4% | -33.6% | +42.0% | +14.2% |
| 6M | +23.0% | -14.7% | +37.7% | +23.9% |
| YTD | +25.5% | +13.2% | +12.2% | +19.4% |
| 1Y | +29.1% | +29.0% | 0.0% | +19.2% |
| 3Y | +31.7% | +215.0% | -183.3% | -8.3% |
| All | -35.2% | +261.9% | -297.1% | -55.7% |
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 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