+26.8%
IP vs NVMI
+2,631.5%
-2,604.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.4% | -3.5% | +1.6% |
| 7D | -3.0% | +9.6% | -12.6% | -4.9% |
| 30D | +10.6% | -5.6% | +16.2% | +11.5% |
| 3M | -13.6% | -15.2% | +1.6% | -11.4% |
| 6M | +10.4% | -36.1% | +46.5% | +18.2% |
| YTD | -6.5% | +1.5% | -8.0% | -10.1% |
| 1Y | -2.1% | +8.3% | -10.5% | -7.5% |
| 3Y | +22.0% | +212.6% | -190.6% | -15.8% |
| 5Y | -9.7% | +158.4% | -168.1% | -37.1% |
| 10Y | +26.8% | +2,587.4% | -2,560.6% | -48.8% |
| All | +26.8% | +2,631.5% | -2,604.7% | -48.8% |
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