+7,836.4%
NVDA vs ICE
+259.6%
+7,576.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.3% |
| 7D | -12.7% | +3.6% | -16.4% | -14.9% |
| 30D | -26.4% | +15.1% | -41.5% | -33.9% |
| 3M | -27.6% | +15.4% | -43.0% | -35.4% |
| 6M | -27.7% | +16.1% | -43.9% | -36.5% |
| YTD | -12.5% | +11.4% | -23.8% | -22.2% |
| 1Y | -12.6% | +18.5% | -31.1% | -26.4% |
| 3Y | +235.9% | +70.5% | +165.4% | +100.3% |
| 5Y | +438.2% | +40.9% | +397.3% | +277.9% |
| All | +7,836.4% | +259.6% | +7,576.8% | +3,284.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling