+154.0%
IVZ vs NVMI
+217.7%
-63.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +6.4% | +0.4% | +5.2% |
| 7D | +4.1% | +9.6% | -5.5% | +1.7% |
| 30D | -2.0% | -5.6% | +3.6% | -0.9% |
| 3M | -7.8% | -15.2% | +7.4% | -4.7% |
| 6M | +6.3% | -36.1% | +42.4% | +15.7% |
| YTD | +12.6% | +1.5% | +11.1% | +8.0% |
| 1Y | +27.6% | +8.3% | +19.3% | +20.2% |
| 3Y | +154.0% | +212.6% | -58.6% | +58.1% |
| All | +154.0% | +217.7% | -63.7% | +58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling