+273.7%
IR vs NVMI
+1,449.2%
-1,175.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.7% |
| 7D | -4.5% | -0.1% | -4.4% | -4.5% |
| 30D | -13.9% | -8.4% | -5.5% | -11.9% |
| 3M | -0.3% | -33.6% | +33.2% | +10.8% |
| 6M | -14.3% | -14.7% | +0.4% | -13.0% |
| YTD | -7.9% | +13.2% | -21.1% | -15.2% |
| 1Y | -9.9% | +29.0% | -38.9% | -21.3% |
| 3Y | +6.5% | +215.0% | -208.4% | -36.3% |
| 5Y | +34.0% | +268.6% | -234.5% | -27.1% |
| All | +273.7% | +1,449.2% | -1,175.5% | +24.5% |
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 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