+43.2%
IYR vs NVDX
+815.5%
-772.3%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -1.1% |
| 7D | -0.9% | -0.9% | 0.0% | -0.9% |
| 30D | -2.4% | +3.0% | -5.3% | -2.4% |
| 3M | -2.0% | +6.8% | -8.8% | -2.2% |
| 6M | +2.5% | +28.6% | -26.1% | +1.8% |
| YTD | +8.3% | +17.0% | -8.7% | +7.7% |
| 1Y | +6.5% | +27.0% | -20.6% | +5.5% |
| All | +43.2% | +815.5% | -772.3% | +27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling