+198.1%
IWD vs NVMI
+3,158.6%
-2,960.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.6% |
| 7D | -0.8% | -0.1% | -0.7% | -0.8% |
| 30D | -0.8% | -8.4% | +7.5% | +0.5% |
| 3M | +6.9% | -33.6% | +40.5% | +13.9% |
| 6M | +18.3% | -14.7% | +33.0% | +19.2% |
| YTD | +22.4% | +13.2% | +9.1% | +16.0% |
| 1Y | +27.4% | +29.0% | -1.6% | +17.0% |
| 3Y | +71.2% | +215.0% | -143.8% | +22.1% |
| 5Y | +75.7% | +268.6% | -192.9% | +16.4% |
| All | +198.1% | +3,158.6% | -2,960.5% | +31.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling