+7,836.4%
NVDA vs IBB
+126.8%
+7,709.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.6% |
| 7D | -12.7% | -0.5% | -12.2% | -12.4% |
| 30D | -26.4% | +4.6% | -31.0% | -29.8% |
| 3M | -27.6% | +6.8% | -34.5% | -33.2% |
| 6M | -27.7% | +23.1% | -50.8% | -43.1% |
| YTD | -12.5% | +26.0% | -38.5% | -33.3% |
| 1Y | -12.6% | +30.4% | -43.0% | -36.1% |
| 3Y | +235.9% | +85.4% | +150.5% | +59.5% |
| 5Y | +438.2% | +39.7% | +398.5% | +262.2% |
| All | +7,836.4% | +126.8% | +7,709.7% | +3,284.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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