+19.6%
IOT vs NVMI
-14.3%
+34.0%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.7% | +0.2% |
| 7D | -4.5% | -0.1% | -4.4% | -4.5% |
| 30D | -2.4% | -8.4% | +6.0% | -4.2% |
| 3M | +19.0% | -33.6% | +52.5% | +11.7% |
| 6M | +19.6% | -14.7% | +34.3% | +17.0% |
| All | +19.6% | -14.3% | +34.0% | +17.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling