+719.8%
IWD vs NVMI
+3,338.0%
-2,618.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.2% | -0.9% |
| 7D | -0.2% | +11.7% | -11.9% | -1.1% |
| 30D | -0.8% | -4.0% | +3.3% | -0.5% |
| 3M | +8.0% | -25.8% | +33.8% | +10.1% |
| 6M | +18.2% | -8.3% | +26.5% | +18.1% |
| YTD | +22.3% | +14.8% | +7.5% | +19.8% |
| 1Y | +28.9% | +37.9% | -9.0% | +24.1% |
| 3Y | +71.5% | +216.3% | -144.7% | +52.2% |
| 5Y | +73.6% | +277.2% | -203.6% | +50.7% |
| 10Y | +194.7% | +3,074.3% | -2,879.6% | +120.8% |
| All | +719.8% | +3,338.0% | -2,618.3% | +420.5% |
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 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