+15,200.7%
NVDA vs IBM
+140.9%
+15,059.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.4% | -4.3% | -2.4% |
| 7D | -0.3% | +3.6% | -3.9% | -1.9% |
| 30D | +2.8% | +1.5% | +1.3% | +2.1% |
| 3M | +7.4% | -12.9% | +20.3% | +9.9% |
| 6M | +22.6% | -3.9% | +26.5% | +16.7% |
| YTD | +20.1% | -17.3% | +37.4% | +22.2% |
| 1Y | +31.2% | -5.0% | +36.2% | +21.8% |
| 3Y | +391.7% | +78.2% | +313.5% | +195.4% |
| 5Y | +911.9% | +120.6% | +791.2% | +422.3% |
| 10Y | +15,200.7% | +144.5% | +15,056.2% | +6,548.0% |
| All | +15,200.7% | +140.9% | +15,059.8% | +6,548.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 IBM 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