+118.7%
IP vs NVMI
+1,639.9%
-1,521.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.7% | -10.9% | -0.3% |
| 7D | -5.1% | +0.3% | -5.4% | -5.1% |
| 30D | +8.5% | -17.1% | +25.6% | +10.3% |
| 3M | -13.8% | -17.9% | +4.0% | -12.4% |
| 6M | +5.7% | -41.4% | +47.2% | +10.4% |
| YTD | -9.1% | -4.6% | -4.5% | -9.9% |
| 1Y | -0.8% | -0.3% | -0.6% | -2.3% |
| 3Y | +14.8% | +214.5% | -199.7% | -0.9% |
| 5Y | -11.5% | +148.5% | -160.0% | -22.8% |
| 10Y | +27.9% | +2,435.9% | -2,408.0% | -9.7% |
| All | +118.7% | +1,639.9% | -1,521.2% | +36.8% |
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 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