+336.0%
IR vs NVMI
+1,224.4%
-888.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | +0.6% |
| 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% | +7.9% |
| 6M | +19.2% | -36.9% | +56.1% | +32.2% |
| YTD | +7.5% | -3.2% | +10.7% | +2.8% |
| 1Y | +11.7% | +7.1% | +4.7% | +3.2% |
| 3Y | +23.9% | +181.5% | -157.6% | -24.0% |
| 5Y | +46.4% | +141.2% | -94.8% | -9.2% |
| All | +336.0% | +1,224.4% | -888.4% | +50.9% |
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