-12.4%
IP vs NVMI
+145.1%
-157.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.7% | -10.9% | -1.0% |
| 7D | -5.1% | +0.3% | -5.4% | -5.2% |
| 30D | +8.5% | -17.1% | +25.6% | +11.4% |
| 3M | -13.8% | -17.9% | +4.0% | -11.6% |
| 6M | +5.7% | -41.4% | +47.2% | +13.2% |
| YTD | -9.1% | -4.6% | -4.5% | -11.1% |
| 1Y | -0.8% | -0.3% | -0.6% | -3.9% |
| 3Y | +14.8% | +214.5% | -199.7% | -16.7% |
| All | -12.4% | +145.1% | -157.5% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling