+180,607.2%
NVDA vs IEF
+128.5%
+180,478.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -1.3% |
| 7D | -0.3% | -0.3% | 0.0% | -0.8% |
| 30D | +2.8% | -0.6% | +3.4% | +1.9% |
| 3M | +7.4% | -1.0% | +8.4% | +5.8% |
| 6M | +22.6% | -3.1% | +25.7% | +16.6% |
| YTD | +20.1% | -1.9% | +22.0% | +16.3% |
| 1Y | +31.2% | -1.4% | +32.5% | +28.2% |
| 3Y | +391.7% | +9.8% | +381.9% | +464.7% |
| 5Y | +911.9% | -8.8% | +920.7% | +692.8% |
| 10Y | +15,200.7% | +4.7% | +15,196.0% | +16,445.6% |
| All | +180,607.2% | +128.5% | +180,478.7% | +2,906,392.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling