+581,927.9%
NVDA vs IFF
+271.2%
+581,656.7%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.1% |
| 7D | -4.3% | -2.8% | -1.5% | -3.0% |
| 30D | +0.5% | -1.1% | +1.6% | +0.9% |
| 3M | +9.1% | +13.8% | -4.8% | +1.9% |
| 6M | +18.5% | +16.7% | +1.8% | +7.8% |
| YTD | +17.4% | +26.1% | -8.8% | +2.0% |
| 1Y | +23.4% | +33.5% | -10.1% | +3.4% |
| 3Y | +380.6% | +31.6% | +349.0% | +288.6% |
| 5Y | +875.7% | -34.9% | +910.6% | +1,000.2% |
| 10Y | +14,854.2% | -20.3% | +14,874.5% | +14,230.1% |
| All | +581,927.9% | +271.2% | +581,656.7% | +237,449.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling