+62.8%
IVZ vs NVMI
+265.1%
-202.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.6% | -2.6% |
| 7D | +1.1% | +11.7% | -10.6% | -2.4% |
| 30D | +3.1% | -4.0% | +7.1% | +4.1% |
| 3M | +18.2% | -25.8% | +43.9% | +27.4% |
| 6M | +38.6% | -8.3% | +46.9% | +37.6% |
| YTD | +25.9% | +14.8% | +11.1% | +15.0% |
| 1Y | +51.7% | +37.9% | +13.8% | +29.0% |
| 3Y | +138.7% | +216.3% | -77.6% | +32.6% |
| 5Y | +62.8% | +277.2% | -214.4% | -21.4% |
| All | +62.8% | +265.1% | -202.3% | -21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling