+875.7%
NVDA vs IEF
-9.3%
+885.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.2% |
| 7D | -4.3% | -1.2% | -3.1% | -4.2% |
| 30D | +0.5% | -1.5% | +2.0% | +0.7% |
| 3M | +9.1% | -1.7% | +10.7% | +9.3% |
| 6M | +18.5% | -3.5% | +22.0% | +18.9% |
| YTD | +17.4% | -2.6% | +20.0% | +17.7% |
| 1Y | +23.4% | -2.4% | +25.8% | +23.8% |
| 3Y | +380.6% | +8.9% | +371.7% | +364.0% |
| 5Y | +875.7% | -9.2% | +885.0% | +712.6% |
| All | +875.7% | -9.3% | +885.0% | +712.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling