+145.2%
IVZ vs NVMI
+1,792.3%
-1,647.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.6% | -5.4% | -1.7% |
| 7D | -2.8% | +15.3% | -18.1% | -5.3% |
| 30D | -2.2% | +0.1% | -2.2% | -2.3% |
| 3M | -8.1% | -14.0% | +5.9% | -6.0% |
| 6M | +3.8% | -35.2% | +39.0% | +10.4% |
| YTD | +11.5% | +3.7% | +7.7% | +8.5% |
| 1Y | +23.7% | +10.3% | +13.4% | +18.9% |
| 3Y | +145.8% | +204.8% | -59.0% | +91.4% |
| 5Y | +36.1% | +158.9% | -122.7% | +7.9% |
| 10Y | +42.4% | +2,646.9% | -2,604.5% | -22.2% |
| All | +145.2% | +1,792.3% | -1,647.2% | -15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling