-48.8%
IT vs NVMI
+207.9%
-256.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.6% | +3.7% | +5.2% |
| 7D | -3.7% | -0.1% | -3.6% | -3.7% |
| 30D | +0.1% | -8.4% | +8.5% | +0.4% |
| 3M | +20.7% | -33.6% | +54.2% | +23.3% |
| 6M | +12.0% | -14.7% | +26.6% | +8.9% |
| YTD | -28.8% | +13.2% | -42.0% | -34.5% |
| 1Y | -25.5% | +29.0% | -54.5% | -33.4% |
| 3Y | -48.8% | +215.0% | -263.7% | -65.8% |
| All | -48.8% | +207.9% | -256.6% | -65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling