+71.6%
IBM vs NVD
-99.2%
+170.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.1% | -1.0% |
| 7D | +0.3% | -7.7% | +8.0% | -0.1% |
| 30D | -1.5% | -5.8% | +4.3% | -1.6% |
| 3M | -16.8% | -23.2% | +6.4% | -17.6% |
| 6M | -9.0% | -49.7% | +40.7% | -11.6% |
| YTD | -20.1% | -47.7% | +27.6% | -22.0% |
| 1Y | -7.0% | -61.3% | +54.3% | -10.3% |
| All | +71.6% | -99.2% | +170.7% | +42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling