+291.3%
IR vs NVMI
+1,450.4%
-1,159.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.5% | -4.2% | -0.4% |
| 7D | -2.8% | +6.6% | -9.4% | -4.7% |
| 30D | -15.1% | -7.5% | -7.6% | -13.4% |
| 3M | +6.1% | -28.5% | +34.6% | +14.9% |
| 6M | -16.8% | -15.7% | -1.1% | -15.2% |
| YTD | -3.5% | +13.3% | -16.8% | -11.2% |
| 1Y | -3.5% | +48.3% | -51.8% | -19.5% |
| 3Y | +9.5% | +191.2% | -181.8% | -32.7% |
| 5Y | +45.1% | +268.7% | -223.6% | -21.1% |
| All | +291.3% | +1,450.4% | -1,159.1% | +30.3% |
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 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