+384.6%
NVDA vs IBKR
+291.8%
+92.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -1.2% |
| 7D | -5.1% | -1.3% | -3.8% | -4.5% |
| 30D | -2.5% | -0.2% | -2.3% | -2.8% |
| 3M | +6.7% | +3.0% | +3.7% | +3.7% |
| 6M | +17.6% | +33.9% | -16.2% | -1.9% |
| YTD | +17.3% | +42.5% | -25.2% | -6.2% |
| 1Y | +23.5% | +44.9% | -21.4% | -2.8% |
| 3Y | +384.6% | +293.0% | +91.6% | +156.7% |
| All | +384.6% | +291.8% | +92.8% | +156.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 3y: compounded portfolio wealth divided by compounded IBKR 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…
3y analysis · Full analysis span regression · 6 months rolling