+30.7%
IVZ vs NVMI
-11.6%
+42.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.4% | +6.6% | +4.7% |
| 7D | +2.6% | -11.8% | +14.4% | +5.6% |
| 30D | -3.5% | -24.8% | +21.3% | +2.8% |
| 3M | -7.4% | -28.6% | +21.2% | -0.6% |
| 6M | +14.7% | -40.0% | +54.7% | +25.4% |
| YTD | +14.6% | -10.1% | +24.7% | +12.0% |
| 1Y | +30.7% | -9.8% | +40.5% | +27.7% |
| All | +30.7% | -11.6% | +42.3% | +27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling