+86.0%
IBM vs NVD
-99.2%
+185.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.9% | +1.5% | +3.5% |
| 7D | +3.6% | +0.5% | +3.0% | +3.6% |
| 30D | +1.5% | -9.3% | +10.8% | +1.2% |
| 3M | -12.9% | -22.1% | +9.2% | -13.7% |
| 6M | -3.9% | -45.8% | +41.9% | -6.3% |
| YTD | -17.3% | -46.7% | +29.4% | -19.3% |
| 1Y | -5.0% | -59.5% | +54.5% | -8.1% |
| 3Y | +78.2% | -99.2% | +177.4% | +48.4% |
| All | +86.0% | -99.2% | +185.2% | +54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling