+37.3%
IR vs NVMI
+274.3%
-237.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -1.8% |
| 7D | -1.9% | +6.9% | -8.8% | -3.8% |
| 30D | -15.0% | -2.8% | -12.2% | -14.6% |
| 3M | -0.4% | -27.3% | +26.9% | +7.1% |
| 6M | -15.0% | -13.7% | -1.4% | -14.2% |
| YTD | -7.1% | +13.8% | -20.9% | -14.4% |
| 1Y | -7.5% | +34.9% | -42.4% | -20.0% |
| 3Y | +6.3% | +213.5% | -207.2% | -37.0% |
| 5Y | +37.3% | +272.5% | -235.1% | -26.8% |
| All | +37.3% | +274.3% | -237.0% | -26.8% |
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 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