+135.8%
IP vs NVMI
+1,967.2%
-1,831.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.5% | -3.3% | +1.7% |
| 7D | -5.3% | +6.6% | -11.9% | -5.9% |
| 30D | -10.9% | -7.5% | -3.3% | -10.2% |
| 3M | +11.2% | -28.5% | +39.7% | +14.3% |
| 6M | -10.2% | -15.7% | +5.5% | -9.4% |
| YTD | -2.0% | +13.3% | -15.3% | -4.2% |
| 1Y | -19.1% | +48.3% | -67.4% | -23.3% |
| 3Y | +20.9% | +191.2% | -170.4% | +5.3% |
| 5Y | -17.8% | +268.7% | -286.5% | -30.8% |
| 10Y | +23.5% | +3,034.8% | -3,011.3% | -14.3% |
| All | +135.8% | +1,967.2% | -1,831.4% | +45.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling