+128,631.0%
NVDA vs IAG
+377.5%
+128,253.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.1% |
| 7D | +5.9% | -0.5% | +6.4% | +5.9% |
| 30D | +5.1% | +28.9% | -23.8% | +2.0% |
| 3M | +5.4% | +19.1% | -13.8% | +3.0% |
| 6M | +26.0% | -10.3% | +36.3% | +26.5% |
| YTD | +23.7% | +24.2% | -0.5% | +19.2% |
| 1Y | +34.4% | +116.5% | -82.1% | +21.5% |
| 3Y | +375.8% | +742.8% | -367.0% | +263.1% |
| 5Y | +911.8% | +753.3% | +158.4% | +640.7% |
| 10Y | +14,899.8% | +403.2% | +14,496.6% | +10,572.8% |
| All | +128,631.0% | +377.5% | +128,253.5% | +72,443.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling