+75.1%
ITOT vs NVMI
+261.9%
-186.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.7% | +0.5% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | -1.5% | -8.4% | +6.9% | +0.3% |
| 3M | +3.6% | -33.6% | +37.1% | +12.0% |
| 6M | +13.7% | -14.7% | +28.4% | +14.8% |
| YTD | +12.9% | +13.2% | -0.3% | +5.8% |
| 1Y | +17.2% | +29.0% | -11.8% | +5.5% |
| 3Y | +75.6% | +215.0% | -139.4% | +14.7% |
| All | +75.1% | +261.9% | -186.8% | +6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling