+1.0%
NVDA vs ICE
+21.0%
-20.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.3% | -5.5% | -2.7% |
| 7D | -7.1% | +12.2% | -19.2% | -5.2% |
| 30D | -16.2% | +15.0% | -31.2% | -14.3% |
| 3M | -5.5% | +17.6% | -23.1% | -3.2% |
| 6M | +1.1% | +12.6% | -11.5% | +3.1% |
| YTD | +7.6% | +9.1% | -1.6% | +11.7% |
| 1Y | +1.0% | +20.6% | -19.6% | +8.7% |
| All | +1.0% | +21.0% | -20.0% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 1y: compounded portfolio wealth divided by compounded ICE 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…
1y analysis · Full analysis span regression · 6 months rolling