+80,920.9%
NVDA vs IEFA
+215.2%
+80,705.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.2% |
| 7D | +3.8% | +1.2% | +2.7% | +2.3% |
| 30D | +0.8% | -0.6% | +1.4% | +1.7% |
| 3M | +8.2% | +6.2% | +2.0% | -0.1% |
| 6M | +27.1% | +11.2% | +15.9% | +10.0% |
| YTD | +21.2% | +14.2% | +7.0% | +0.9% |
| 1Y | +34.3% | +20.0% | +14.3% | +4.5% |
| 3Y | +396.3% | +68.8% | +327.5% | +146.2% |
| 5Y | +913.8% | +52.7% | +861.1% | +502.4% |
| 10Y | +14,572.5% | +144.2% | +14,428.3% | +5,418.9% |
| All | +80,920.9% | +215.2% | +80,705.7% | +23,053.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling