+23.7%
IP vs NVMI
+2,539.4%
-2,515.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.1% | -0.7% |
| 7D | 0.0% | +7.6% | -7.6% | -1.5% |
| 30D | +9.4% | -7.7% | +17.1% | +10.8% |
| 3M | -14.1% | -15.4% | +1.3% | -11.8% |
| 6M | +9.2% | -37.5% | +46.7% | +17.4% |
| YTD | -7.5% | -0.8% | -6.7% | -10.7% |
| 1Y | -2.8% | +2.4% | -5.2% | -7.1% |
| 3Y | +21.2% | +191.5% | -170.2% | -14.9% |
| 5Y | -11.5% | +156.3% | -167.8% | -38.3% |
| 10Y | +23.7% | +2,539.4% | -2,515.7% | -50.2% |
| All | +23.7% | +2,539.4% | -2,515.7% | -50.2% |
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 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