+462,969.0%
NVDA vs IBM
+462.7%
+462,506.2%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +1.8% |
| 7D | -13.2% | -1.7% | -11.5% | -12.0% |
| 30D | -23.2% | +10.1% | -33.3% | -28.5% |
| 3M | -20.0% | +4.8% | -24.9% | -23.4% |
| 6M | -20.6% | +12.6% | -33.3% | -35.1% |
| YTD | -6.6% | -13.9% | +7.3% | -9.8% |
| 1Y | -9.8% | -18.7% | +8.9% | -9.1% |
| 3Y | +260.5% | +81.9% | +178.6% | +78.1% |
| 5Y | +474.2% | +148.3% | +325.9% | +116.0% |
| 10Y | +7,949.9% | +143.6% | +7,806.3% | +2,713.9% |
| All | +462,969.0% | +462.7% | +462,506.2% | +88,015.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling