+315.1%
IFF vs NVMI
+1,965.6%
-1,650.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.6% |
| 7D | -3.2% | -0.1% | -3.1% | -3.2% |
| 30D | -0.3% | -8.4% | +8.1% | +0.2% |
| 3M | +8.4% | -33.6% | +42.0% | +10.9% |
| 6M | +23.0% | -14.7% | +37.7% | +23.6% |
| YTD | +25.5% | +13.2% | +12.2% | +23.4% |
| 1Y | +29.1% | +29.0% | 0.0% | +25.6% |
| 3Y | +31.7% | +215.0% | -183.3% | +19.3% |
| 5Y | -35.2% | +268.6% | -303.8% | -42.1% |
| 10Y | -20.7% | +3,124.7% | -3,145.4% | -36.3% |
| All | +315.1% | +1,965.6% | -1,650.5% | +210.7% |
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