+23.4%
NVDA vs IAG
+94.1%
-70.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.9% |
| 7D | -4.3% | -4.1% | -0.3% | -3.7% |
| 30D | +0.5% | +10.6% | -10.1% | -1.1% |
| 3M | +9.1% | +35.4% | -26.3% | +3.7% |
| 6M | +18.5% | -9.5% | +28.0% | +16.3% |
| YTD | +17.4% | +21.8% | -4.5% | +12.5% |
| 1Y | +23.4% | +84.1% | -60.7% | +8.1% |
| All | +23.4% | +94.1% | -70.7% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling