+44.9%
IR vs NVMI
+140.3%
-95.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | +0.5% |
| 7D | +2.5% | +1.5% | +1.0% | +2.0% |
| 30D | +9.2% | -4.1% | +13.2% | +10.0% |
| 3M | +0.9% | -22.8% | +23.7% | +7.5% |
| 6M | +19.2% | -36.9% | +56.1% | +31.4% |
| YTD | +7.5% | -3.2% | +10.7% | +2.7% |
| 1Y | +11.7% | +7.1% | +4.7% | +3.2% |
| 3Y | +23.9% | +181.5% | -157.6% | -26.1% |
| All | +44.9% | +140.3% | -95.5% | -15.3% |
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