+179.3%
IJH vs NVMI
+3,158.6%
-2,979.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.4% |
| 7D | -1.9% | -0.1% | -1.8% | -1.8% |
| 30D | -4.6% | -8.4% | +3.8% | -2.7% |
| 3M | -1.2% | -33.6% | +32.4% | +8.4% |
| 6M | +9.4% | -14.7% | +24.1% | +10.9% |
| YTD | +13.3% | +13.2% | +0.1% | +5.5% |
| 1Y | +13.4% | +29.0% | -15.6% | +1.0% |
| 3Y | +50.4% | +215.0% | -164.5% | -4.7% |
| 5Y | +49.0% | +268.6% | -219.6% | -13.7% |
| All | +179.3% | +3,158.6% | -2,979.4% | -4.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling