+763.7%
IVV vs NVMI
+2,602.2%
-1,838.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.5% | +0.1% |
| 7D | +3.3% | +16.9% | -13.6% | +1.7% |
| 30D | -2.7% | -4.3% | +1.6% | -2.4% |
| 3M | -1.7% | -19.3% | +17.6% | 0.0% |
| 6M | +3.2% | -33.6% | +36.7% | +6.3% |
| YTD | +12.0% | -0.2% | +12.2% | +10.6% |
| 1Y | +12.1% | +5.1% | +7.0% | +10.1% |
| 3Y | +78.6% | +193.2% | -114.6% | +57.0% |
| 5Y | +73.8% | +148.6% | -74.8% | +53.7% |
| 10Y | +312.1% | +2,542.3% | -2,230.1% | +204.2% |
| All | +763.7% | +2,602.2% | -1,838.5% | +436.9% |
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