+14,546.7%
NVDA vs IEFA
+148.3%
+14,398.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -1.5% |
| 7D | -5.1% | -1.6% | -3.6% | -2.9% |
| 30D | -2.5% | -1.5% | -1.0% | -0.2% |
| 3M | +6.7% | +3.4% | +3.3% | +1.4% |
| 6M | +17.6% | +9.5% | +8.1% | +2.0% |
| YTD | +17.3% | +13.0% | +4.3% | -3.5% |
| 1Y | +23.5% | +18.0% | +5.5% | -4.9% |
| 3Y | +384.6% | +65.4% | +319.3% | +122.0% |
| 5Y | +875.4% | +51.6% | +823.8% | +437.7% |
| All | +14,546.7% | +148.3% | +14,398.4% | +5,189.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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