+895.5%
ITOT vs NVMI
+4,857.5%
-3,962.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.7% | +0.7% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | -1.5% | -8.4% | +6.9% | -0.6% |
| 3M | +3.6% | -33.6% | +37.1% | +7.8% |
| 6M | +13.7% | -14.7% | +28.4% | +14.6% |
| YTD | +12.9% | +13.2% | -0.3% | +10.0% |
| 1Y | +17.2% | +29.0% | -11.8% | +12.2% |
| 3Y | +75.6% | +215.0% | -139.4% | +49.9% |
| 5Y | +75.5% | +268.6% | -193.1% | +46.2% |
| 10Y | +302.0% | +3,124.7% | -2,822.8% | +180.1% |
| All | +895.5% | +4,857.5% | -3,962.0% | +524.8% |
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 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