+183.2%
IVZ vs NVMI
+1,967.2%
-1,784.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.5% | -4.4% | +0.1% |
| 7D | +0.6% | +6.6% | -6.0% | -0.5% |
| 30D | +4.0% | -7.5% | +11.5% | +5.3% |
| 3M | +18.2% | -28.5% | +46.7% | +24.5% |
| 6M | +32.8% | -15.7% | +48.6% | +35.1% |
| YTD | +28.7% | +13.3% | +15.4% | +23.8% |
| 1Y | +55.4% | +48.3% | +7.1% | +41.7% |
| 3Y | +135.2% | +191.2% | -56.0% | +84.9% |
| 5Y | +64.2% | +268.7% | -204.5% | +22.9% |
| 10Y | +64.6% | +3,034.8% | -2,970.2% | -11.8% |
| All | +183.2% | +1,967.2% | -1,784.0% | -4.1% |
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 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