+444.8%
NVDA vs IAG
+421.7%
+23.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.1% |
| 7D | -12.7% | -7.7% | -5.1% | -11.9% |
| 30D | -26.4% | +1.6% | -28.0% | -26.7% |
| 3M | -27.6% | -2.4% | -25.2% | -27.7% |
| 6M | -27.7% | -7.8% | -19.9% | -27.6% |
| YTD | -12.5% | +5.0% | -17.5% | -14.7% |
| 1Y | -12.6% | +25.7% | -38.3% | -16.9% |
| 3Y | +235.9% | +694.5% | -458.6% | +150.1% |
| All | +444.8% | +421.7% | +23.1% | +274.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling