+23.5%
NVDA vs IEF
-2.7%
+26.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -5.1% | -1.3% | -3.8% | -4.3% |
| 30D | -2.5% | -1.7% | -0.7% | -1.3% |
| 3M | +6.7% | -2.5% | +9.2% | +8.1% |
| 6M | +17.6% | -3.3% | +20.9% | +17.4% |
| YTD | +17.3% | -2.8% | +20.1% | +17.2% |
| 1Y | +23.5% | -2.7% | +26.2% | +26.8% |
| All | +23.5% | -2.7% | +26.2% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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