+76,703.1%
NVDA vs IGV
+970.9%
+75,732.2%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.1% | +3.5% |
| 7D | +5.9% | -4.5% | +10.4% | +11.5% |
| 30D | +5.1% | +3.2% | +1.9% | +0.1% |
| 3M | +5.4% | +4.5% | +0.8% | -2.8% |
| 6M | +26.0% | +22.1% | +3.9% | -7.2% |
| YTD | +23.7% | -1.0% | +24.7% | +16.0% |
| 1Y | +34.4% | -2.1% | +36.5% | +27.5% |
| 3Y | +375.8% | +44.6% | +331.2% | +182.7% |
| 5Y | +911.8% | +22.2% | +889.6% | +692.4% |
| 10Y | +14,899.8% | +364.7% | +14,535.1% | +2,375.7% |
| All | +76,703.1% | +970.9% | +75,732.2% | +3,899.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling