+13.0%
IWD vs NVMI
-36.3%
+49.3%
-4.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +0.4% |
| 7D | +2.3% | +1.5% | +0.8% | +2.2% |
| 30D | +3.6% | -4.1% | +7.7% | +3.8% |
| 3M | +2.2% | -22.8% | +24.9% | +3.4% |
| 6M | +13.0% | -36.9% | +49.8% | +15.1% |
| All | +13.0% | -36.3% | +49.3% | +15.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling