+93.4%
IBM vs NVDX
+772.1%
-678.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.0% |
| 7D | +3.6% | -10.2% | +13.8% | +4.1% |
| 30D | +3.1% | -7.3% | +10.4% | +3.3% |
| 3M | -10.8% | +5.5% | -16.4% | -11.5% |
| 6M | -0.8% | +18.3% | -19.1% | -2.6% |
| YTD | -16.2% | +11.4% | -27.6% | -17.6% |
| 1Y | -2.9% | +12.7% | -15.6% | -5.0% |
| All | +93.4% | +772.1% | -678.8% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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