+37.3%
IVZ vs NVMI
+156.9%
-119.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +6.4% | +0.4% | +4.8% |
| 7D | +4.1% | +9.6% | -5.5% | +1.0% |
| 30D | -2.0% | -5.6% | +3.6% | -0.6% |
| 3M | -7.8% | -15.2% | +7.4% | -3.9% |
| 6M | +6.3% | -36.1% | +42.4% | +18.3% |
| YTD | +12.6% | +1.5% | +11.1% | +6.1% |
| 1Y | +27.6% | +8.3% | +19.3% | +17.2% |
| 3Y | +154.0% | +212.6% | -58.6% | +36.8% |
| 5Y | +37.3% | +158.4% | -121.1% | -26.5% |
| All | +37.3% | +156.9% | -119.6% | -26.5% |
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