+760.2%
IVV vs NVMI
+2,521.5%
-1,761.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | -0.1% |
| 7D | +2.6% | +1.5% | +1.1% | +2.4% |
| 30D | -2.0% | -4.1% | +2.1% | -1.7% |
| 3M | -2.8% | -22.8% | +20.0% | -0.7% |
| 6M | +2.2% | -36.9% | +39.1% | +5.8% |
| YTD | +11.5% | -3.2% | +14.7% | +10.5% |
| 1Y | +13.5% | +7.1% | +6.4% | +11.3% |
| 3Y | +78.1% | +181.5% | -103.4% | +57.2% |
| 5Y | +73.1% | +141.2% | -68.1% | +53.5% |
| 10Y | +310.4% | +2,463.4% | -2,152.9% | +203.8% |
| All | +760.2% | +2,521.5% | -1,761.3% | +436.2% |
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