+55.4%
IOT vs NVMI
+195.1%
-139.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.7% | -0.7% |
| 7D | -4.5% | -0.1% | -4.4% | -4.5% |
| 30D | -2.4% | -8.4% | +6.0% | +0.2% |
| 3M | +19.0% | -33.6% | +52.5% | +33.6% |
| 6M | +19.6% | -14.7% | +34.3% | +15.9% |
| YTD | +8.3% | +13.2% | -5.0% | -11.2% |
| 1Y | -0.8% | +29.0% | -29.8% | -24.8% |
| 3Y | +24.4% | +215.0% | -190.6% | -56.7% |
| All | +55.4% | +195.1% | -139.7% | -40.2% |
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