+37.6%
ITW vs NVMI
+261.9%
-224.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.9% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | -8.3% | -8.4% | +0.1% | -7.3% |
| 3M | +6.0% | -33.6% | +39.6% | +11.4% |
| 6M | 0.0% | -14.7% | +14.7% | +0.5% |
| YTD | +10.2% | +13.2% | -3.0% | +5.7% |
| 1Y | +3.2% | +29.0% | -25.8% | -3.7% |
| 3Y | +21.0% | +215.0% | -194.0% | -11.0% |
| All | +37.6% | +261.9% | -224.3% | -6.0% |
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