+82.0%
IBB vs NVDX
+357.5%
-275.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | -0.2% |
| 7D | -0.5% | -24.7% | +24.2% | +1.0% |
| 30D | +4.6% | -48.2% | +52.7% | +8.2% |
| 3M | +6.8% | -51.9% | +58.7% | +10.7% |
| 6M | +23.1% | -55.6% | +78.8% | +27.7% |
| YTD | +26.0% | -41.5% | +67.6% | +28.0% |
| 1Y | +30.4% | -44.0% | +74.4% | +32.5% |
| 3Y | +85.4% | +262.2% | -176.8% | +64.1% |
| All | +82.0% | +357.5% | -275.6% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 10y: compounded portfolio wealth divided by compounded NVDX 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…
10y analysis · Full analysis span regression · 6 months rolling