+683.6%
IYR vs NVMI
+2,350.4%
-1,666.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.8% |
| 7D | -2.8% | +3.8% | -6.6% | -3.1% |
| 30D | -2.5% | -7.6% | +5.0% | -2.0% |
| 3M | -3.0% | -28.0% | +25.0% | -1.0% |
| 6M | +1.6% | -15.3% | +16.9% | +2.0% |
| YTD | +7.3% | +11.5% | -4.2% | +5.1% |
| 1Y | +5.6% | +31.6% | -26.0% | +1.8% |
| 3Y | +28.1% | +207.0% | -178.8% | +13.3% |
| 5Y | +6.1% | +262.8% | -256.7% | -8.3% |
| 10Y | +67.7% | +3,074.6% | -3,006.9% | +23.3% |
| All | +683.6% | +2,350.4% | -1,666.8% | +374.1% |
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