+90.7%
IBM vs NVDX
+815.5%
-724.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.9% | +5.3% | +3.5% |
| 7D | +3.6% | -0.9% | +4.4% | +3.6% |
| 30D | +1.5% | +3.0% | -1.4% | +1.3% |
| 3M | -12.9% | +6.8% | -19.7% | -13.6% |
| 6M | -3.9% | +28.6% | -32.5% | -6.0% |
| YTD | -17.3% | +17.0% | -34.3% | -19.0% |
| 1Y | -5.0% | +27.0% | -32.0% | -7.6% |
| All | +90.7% | +815.5% | -724.8% | +68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling