+122.5%
IONS vs NVMI
+1,665.9%
-1,543.4%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -3.0% | +9.4% | +6.7% |
| 7D | -26.3% | +1.5% | -27.8% | -26.5% |
| 30D | -31.9% | -4.1% | -27.9% | -31.9% |
| 3M | -48.0% | -22.8% | -25.2% | -46.9% |
| 6M | -62.6% | -36.9% | -25.7% | -61.4% |
| YTD | -63.3% | -3.2% | -60.1% | -63.9% |
| 1Y | -58.4% | +7.1% | -65.5% | -59.5% |
| 3Y | -38.2% | +181.5% | -219.7% | -47.0% |
| 5Y | -11.1% | +141.2% | -152.3% | -23.3% |
| 10Y | -31.7% | +2,463.4% | -2,495.1% | -52.5% |
| All | +122.5% | +1,665.9% | -1,543.4% | +43.9% |
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