+80.6%
IONS vs NVMI
+3,158.6%
-3,078.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -2.9% |
| 7D | -6.7% | -0.1% | -6.6% | -6.7% |
| 30D | -4.1% | -8.4% | +4.3% | -2.6% |
| 3M | -26.6% | -33.6% | +7.0% | -21.5% |
| 6M | -27.5% | -14.7% | -12.8% | -27.6% |
| YTD | -31.5% | +13.2% | -44.7% | -36.3% |
| 1Y | -15.3% | +29.0% | -44.4% | -24.3% |
| 3Y | +31.3% | +215.0% | -183.7% | -16.0% |
| 5Y | +50.2% | +268.6% | -218.4% | -11.5% |
| All | +80.6% | +3,158.6% | -3,078.1% | -43.6% |
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