+747.8%
IWD vs NVMI
+2,797.9%
-2,050.1%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +0.5% |
| 7D | +2.3% | +1.5% | +0.8% | +2.1% |
| 30D | +3.6% | -4.1% | +7.7% | +3.8% |
| 3M | +2.2% | -22.8% | +24.9% | +3.9% |
| 6M | +13.0% | -36.9% | +49.8% | +16.1% |
| YTD | +26.5% | -3.2% | +29.7% | +25.3% |
| 1Y | +30.1% | +7.1% | +23.1% | +27.8% |
| 3Y | +84.9% | +181.5% | -96.6% | +65.3% |
| 5Y | +73.4% | +141.2% | -67.9% | +55.3% |
| 10Y | +204.0% | +2,463.4% | -2,259.4% | +130.9% |
| All | +747.8% | +2,797.9% | -2,050.1% | +444.3% |
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