+92.9%
IBM vs NVD
-98.5%
+191.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.9% | -2.9% | +1.2% |
| 7D | +1.6% | +28.6% | -27.1% | +2.8% |
| 30D | +9.2% | +73.6% | -64.4% | +12.3% |
| 3M | +4.9% | +70.1% | -65.1% | +8.0% |
| 6M | +16.8% | +53.6% | -36.8% | +20.2% |
| YTD | -14.3% | -7.0% | -7.3% | -13.8% |
| 1Y | -16.7% | -9.0% | -7.7% | -16.2% |
| 3Y | +82.2% | -98.3% | +180.6% | +56.0% |
| All | +92.9% | -98.5% | +191.5% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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