+721.2%
IWF vs NVMI
+3,308.3%
-2,587.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | +0.5% | +6.9% | -6.4% | -0.3% |
| 30D | -1.4% | -2.8% | +1.5% | -1.1% |
| 3M | +0.4% | -27.3% | +27.8% | +3.7% |
| 6M | +8.5% | -13.7% | +22.1% | +9.3% |
| YTD | +3.7% | +13.8% | -10.2% | +1.0% |
| 1Y | +8.5% | +34.9% | -26.4% | +3.4% |
| 3Y | +78.5% | +213.5% | -135.0% | +53.0% |
| 5Y | +73.6% | +272.5% | -198.8% | +45.5% |
| 10Y | +421.3% | +3,142.4% | -2,721.1% | +263.3% |
| All | +721.2% | +3,308.3% | -2,587.1% | +377.1% |
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 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