+21.2%
IP vs NVMI
+3,055.7%
-3,034.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.4% | -2.3% |
| 7D | +0.1% | +11.7% | -11.6% | -2.2% |
| 30D | -11.2% | -4.0% | -7.2% | -10.7% |
| 3M | +12.3% | -25.8% | +38.1% | +18.0% |
| 6M | -5.2% | -8.3% | +3.1% | -5.6% |
| YTD | -4.0% | +14.8% | -18.8% | -9.4% |
| 1Y | -19.2% | +37.9% | -57.1% | -27.4% |
| 3Y | +20.3% | +216.3% | -195.9% | -16.3% |
| 5Y | -17.5% | +277.2% | -294.7% | -47.6% |
| 10Y | +21.2% | +3,074.3% | -3,053.2% | -54.1% |
| All | +21.2% | +3,055.7% | -3,034.6% | -54.1% |
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