+913.8%
NVDA vs IBM
+112.8%
+801.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.7% |
| 7D | +3.8% | +0.3% | +3.5% | +3.7% |
| 30D | +0.8% | -1.5% | +2.3% | +1.2% |
| 3M | +8.2% | -16.8% | +25.0% | +11.2% |
| 6M | +27.1% | -9.0% | +36.1% | +25.5% |
| YTD | +21.2% | -20.1% | +41.2% | +25.3% |
| 1Y | +34.3% | -7.0% | +41.3% | +27.9% |
| 3Y | +396.3% | +72.4% | +323.9% | +227.7% |
| 5Y | +913.8% | +112.0% | +801.8% | +495.7% |
| All | +913.8% | +112.8% | +801.0% | +495.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling