+14,546.7%
NVDA vs IAG
+427.6%
+14,119.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.1% |
| 7D | -5.1% | -1.1% | -4.1% | -5.0% |
| 30D | -2.5% | +12.1% | -14.6% | -3.5% |
| 3M | +6.7% | +25.5% | -18.9% | +4.3% |
| 6M | +17.6% | -7.1% | +24.7% | +17.5% |
| YTD | +17.3% | +22.9% | -5.5% | +14.1% |
| 1Y | +23.5% | +83.3% | -59.8% | +16.0% |
| 3Y | +384.6% | +808.5% | -423.9% | +300.1% |
| 5Y | +875.4% | +838.0% | +37.4% | +675.2% |
| All | +14,546.7% | +427.6% | +14,119.1% | +12,251.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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