+1,054.0%
IJH vs NVMI
+3,289.7%
-2,235.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.6% |
| 7D | -1.9% | -0.1% | -1.8% | -1.9% |
| 30D | -4.6% | -8.4% | +3.8% | -3.8% |
| 3M | -1.2% | -33.6% | +32.4% | +2.7% |
| 6M | +9.4% | -14.7% | +24.1% | +10.3% |
| YTD | +13.3% | +13.2% | +0.1% | +10.6% |
| 1Y | +13.4% | +29.0% | -15.6% | +8.9% |
| 3Y | +50.4% | +215.0% | -164.5% | +29.2% |
| 5Y | +49.0% | +268.6% | -219.6% | +25.0% |
| 10Y | +182.6% | +3,124.7% | -2,942.1% | +96.7% |
| All | +1,054.0% | +3,289.7% | -2,235.7% | +574.1% |
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 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