+28.5%
IWD vs NVMI
-14.5%
+43.0%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.1% | +2.5% | -2.2% |
| 7D | -0.9% | -16.2% | +15.3% | +0.5% |
| 30D | +2.6% | -28.9% | +31.6% | +5.5% |
| 3M | +1.2% | -30.3% | +31.6% | +4.1% |
| 6M | +12.1% | -45.6% | +57.8% | +17.3% |
| YTD | +24.1% | -14.6% | +38.8% | +22.3% |
| 1Y | +28.5% | -18.1% | +46.6% | +27.1% |
| All | +28.5% | -14.5% | +43.0% | +27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling