+804.2%
IWM vs NVMI
+3,338.0%
-2,533.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.6% |
| 7D | +1.4% | +11.7% | -10.3% | 0.0% |
| 30D | -2.3% | -4.0% | +1.8% | -1.9% |
| 3M | +4.0% | -25.8% | +29.7% | +7.1% |
| 6M | +17.9% | -8.3% | +26.3% | +18.1% |
| YTD | +20.2% | +14.8% | +5.4% | +16.9% |
| 1Y | +25.0% | +37.9% | -12.9% | +18.6% |
| 3Y | +66.0% | +216.3% | -150.3% | +40.0% |
| 5Y | +40.0% | +277.2% | -237.1% | +15.0% |
| 10Y | +166.9% | +3,074.3% | -2,907.5% | +78.0% |
| All | +804.2% | +3,338.0% | -2,533.9% | +400.5% |
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