+776.1%
IVV vs NVMI
+2,968.9%
-2,192.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.5% | -5.9% | -0.9% |
| 7D | +0.1% | +6.6% | -6.5% | -0.5% |
| 30D | +0.1% | -7.5% | +7.6% | +0.7% |
| 3M | +2.0% | -28.5% | +30.5% | +4.7% |
| 6M | +13.0% | -15.7% | +28.8% | +13.9% |
| YTD | +13.6% | +13.3% | +0.3% | +11.1% |
| 1Y | +20.1% | +48.3% | -28.2% | +14.2% |
| 3Y | +77.6% | +191.2% | -113.6% | +56.3% |
| 5Y | +82.5% | +268.7% | -186.2% | +56.2% |
| 10Y | +316.5% | +3,034.8% | -2,718.3% | +203.6% |
| All | +776.1% | +2,968.9% | -2,192.7% | +439.3% |
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