+1,460.5%
ITW vs NVMI
+1,933.5%
-473.0%
-54.9%
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% | +0.6% |
| 7D | -2.4% | +3.8% | -6.2% | -2.7% |
| 30D | -9.5% | -7.6% | -2.0% | -9.0% |
| 3M | +6.6% | -28.0% | +34.6% | +8.9% |
| 6M | -1.8% | -15.3% | +13.5% | -1.2% |
| YTD | +9.0% | +11.5% | -2.5% | +7.0% |
| 1Y | +3.6% | +31.6% | -28.0% | 0.0% |
| 3Y | +19.4% | +207.0% | -187.5% | +5.9% |
| 5Y | +36.4% | +262.8% | -226.4% | +18.4% |
| 10Y | +190.0% | +3,074.6% | -2,884.6% | +117.1% |
| All | +1,460.5% | +1,933.5% | -473.0% | +867.0% |
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 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