-6.5%
IBM vs NVD
-54.6%
+48.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.5% | -6.9% | -2.4% |
| 7D | -0.3% | +9.0% | -9.3% | -0.1% |
| 30D | -1.8% | -5.5% | +3.6% | -2.0% |
| 3M | -13.5% | -24.6% | +11.2% | -14.0% |
| 6M | -5.1% | -42.1% | +37.0% | -6.9% |
| YTD | -19.4% | -44.3% | +24.9% | -21.1% |
| 1Y | -6.5% | -54.2% | +47.6% | -9.0% |
| All | -6.5% | -54.6% | +48.0% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling