+235.9%
NVDA vs IGV
+39.5%
+196.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.8% | -1.8% |
| 7D | -12.7% | +2.3% | -15.1% | -14.5% |
| 30D | -26.4% | -6.0% | -20.4% | -22.5% |
| 3M | -27.6% | -4.8% | -22.8% | -25.2% |
| 6M | -27.7% | +14.2% | -42.0% | -38.3% |
| YTD | -12.5% | -4.2% | -8.2% | -9.2% |
| 1Y | -12.6% | -5.3% | -7.4% | -8.3% |
| 3Y | +235.9% | +38.8% | +197.2% | +117.8% |
| All | +235.9% | +39.5% | +196.5% | +117.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 3y: compounded portfolio wealth divided by compounded IGV 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…
3y analysis · Full analysis span regression · 6 months rolling