+39.8%
IJR vs NVMI
+261.9%
-222.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.0% | +0.2% |
| 7D | -2.2% | -0.1% | -2.1% | -2.2% |
| 30D | -4.6% | -8.4% | +3.8% | -2.9% |
| 3M | +0.2% | -33.6% | +33.8% | +8.4% |
| 6M | +14.7% | -14.7% | +29.4% | +15.9% |
| YTD | +18.9% | +13.2% | +5.6% | +11.4% |
| 1Y | +19.9% | +29.0% | -9.1% | +8.2% |
| 3Y | +53.0% | +215.0% | -162.0% | -0.1% |
| All | +39.8% | +261.9% | -222.1% | -13.1% |
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 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