+44.6%
IVZ vs NVMI
+2,539.4%
-2,494.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.1% | +0.7% |
| 7D | +2.2% | +7.6% | -5.4% | -0.6% |
| 30D | -2.2% | -7.7% | +5.6% | +0.3% |
| 3M | -8.4% | -15.4% | +6.9% | -4.0% |
| 6M | +6.2% | -37.5% | +43.7% | +20.7% |
| YTD | +12.4% | -0.8% | +13.2% | +6.1% |
| 1Y | +26.0% | +2.4% | +23.6% | +17.0% |
| 3Y | +147.9% | +191.5% | -43.6% | +35.7% |
| 5Y | +38.8% | +156.3% | -117.6% | -23.3% |
| 10Y | +44.6% | +2,539.4% | -2,494.8% | -63.4% |
| All | +44.6% | +2,539.4% | -2,494.8% | -63.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling