-16.1%
IP vs NVMI
+266.4%
-282.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.5% | -3.3% | +1.3% |
| 7D | -5.3% | +6.6% | -11.9% | -6.2% |
| 30D | -10.9% | -7.5% | -3.3% | -9.9% |
| 3M | +11.2% | -28.5% | +39.7% | +16.0% |
| 6M | -10.2% | -15.7% | +5.5% | -9.2% |
| YTD | -2.0% | +13.3% | -15.3% | -6.0% |
| 1Y | -19.1% | +48.3% | -67.4% | -26.4% |
| 3Y | +20.9% | +191.2% | -170.4% | -7.5% |
| All | -16.1% | +266.4% | -282.5% | -39.7% |
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