+3,476.0%
IRM vs NVMI
+1,976.9%
+1,499.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.7% |
| 7D | +3.0% | +6.9% | -3.9% | +2.5% |
| 30D | -5.2% | -2.8% | -2.4% | -5.0% |
| 3M | -8.0% | -27.3% | +19.3% | -6.1% |
| 6M | +9.2% | -13.7% | +22.8% | +9.9% |
| YTD | +41.0% | +13.8% | +27.1% | +38.7% |
| 1Y | +23.3% | +34.9% | -11.6% | +19.6% |
| 3Y | +102.8% | +213.5% | -110.7% | +82.6% |
| 5Y | +192.8% | +272.5% | -79.7% | +158.5% |
| 10Y | +439.6% | +3,142.4% | -2,702.8% | +313.3% |
| All | +3,476.0% | +1,976.9% | +1,499.0% | +2,110.4% |
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