+41.5%
IVZ vs NVMI
+2,494.8%
-2,453.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.0% | +5.3% | +3.4% |
| 7D | +7.6% | +1.5% | +6.1% | +6.9% |
| 30D | +4.3% | -4.1% | +8.4% | +5.4% |
| 3M | -9.3% | -22.8% | +13.4% | -1.9% |
| 6M | +5.2% | -36.9% | +42.1% | +19.2% |
| YTD | +13.4% | -3.2% | +16.7% | +7.9% |
| 1Y | +25.4% | +7.1% | +18.3% | +14.3% |
| 3Y | +152.5% | +181.5% | -29.0% | +39.7% |
| 5Y | +36.7% | +141.2% | -104.5% | -22.8% |
| All | +41.5% | +2,494.8% | -2,453.3% | -66.3% |
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 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