+88.6%
IBM vs NVD
-99.1%
+187.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +4.0% |
| 7D | +3.6% | +10.8% | -7.3% | +4.1% |
| 30D | +3.1% | +0.8% | +2.3% | +3.3% |
| 3M | -10.8% | -20.8% | +10.0% | -11.6% |
| 6M | -0.8% | -41.2% | +40.3% | -2.8% |
| YTD | -16.2% | -44.2% | +28.0% | -17.9% |
| 1Y | -2.9% | -54.2% | +51.3% | -5.5% |
| 3Y | +79.8% | -99.1% | +179.0% | +50.1% |
| All | +88.6% | -99.1% | +187.7% | +57.4% |
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