+14,546.7%
NVDA vs IFF
-20.3%
+14,566.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -5.1% | -3.2% | -2.0% | -3.9% |
| 30D | -2.5% | -0.3% | -2.2% | -2.5% |
| 3M | +6.7% | +8.4% | -1.8% | +2.5% |
| 6M | +17.6% | +23.0% | -5.4% | +5.9% |
| YTD | +17.3% | +25.5% | -8.1% | +3.7% |
| 1Y | +23.5% | +29.1% | -5.6% | +6.9% |
| 3Y | +384.6% | +31.7% | +353.0% | +295.7% |
| 5Y | +875.4% | -35.2% | +910.6% | +1,024.0% |
| All | +14,546.7% | -20.3% | +14,566.9% | +13,981.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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