+38.2%
IWM vs NVMI
+263.1%
-224.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.5% |
| 7D | -2.5% | +3.8% | -6.3% | -3.5% |
| 30D | -4.4% | -7.6% | +3.1% | -2.7% |
| 3M | +2.2% | -28.0% | +30.2% | +9.6% |
| 6M | +14.0% | -15.3% | +29.3% | +15.9% |
| YTD | +17.4% | +11.5% | +5.9% | +9.9% |
| 1Y | +22.9% | +31.6% | -8.6% | +9.3% |
| 3Y | +62.1% | +207.0% | -144.9% | +1.3% |
| 5Y | +38.2% | +262.8% | -224.7% | -19.5% |
| All | +38.2% | +263.1% | -224.9% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling