+82.3%
IVV vs NVMI
+274.3%
-192.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | -0.4% | +6.9% | -7.3% | -1.8% |
| 30D | -1.4% | -2.8% | +1.5% | -1.0% |
| 3M | +3.7% | -27.3% | +31.0% | +9.6% |
| 6M | +13.0% | -13.7% | +26.7% | +13.9% |
| YTD | +12.4% | +13.8% | -1.4% | +5.5% |
| 1Y | +18.6% | +34.9% | -16.2% | +6.1% |
| 3Y | +78.1% | +213.5% | -135.4% | +18.5% |
| 5Y | +82.3% | +272.5% | -190.2% | +12.6% |
| All | +82.3% | +274.3% | -192.1% | +12.6% |
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