+930.2%
IT vs NVMI
+1,933.5%
-1,003.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.7% |
| 7D | -12.7% | +3.8% | -16.5% | -13.1% |
| 30D | -8.9% | -7.6% | -1.3% | -8.4% |
| 3M | +10.1% | -28.0% | +38.1% | +12.4% |
| 6M | +7.3% | -15.3% | +22.6% | +6.8% |
| YTD | -32.4% | +11.5% | -43.8% | -34.7% |
| 1Y | -26.6% | +31.6% | -58.2% | -30.6% |
| 3Y | -51.8% | +207.0% | -258.8% | -58.9% |
| 5Y | -45.6% | +262.8% | -308.4% | -54.6% |
| 10Y | +92.4% | +3,074.6% | -2,982.2% | +33.5% |
| All | +930.2% | +1,933.5% | -1,003.3% | +500.7% |
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