+889.8%
NVDA vs IJH
+48.0%
+841.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -1.2% |
| 7D | -5.1% | -1.9% | -3.3% | -2.6% |
| 30D | -2.5% | -4.6% | +2.2% | +4.4% |
| 3M | +6.7% | -1.2% | +7.8% | +8.5% |
| 6M | +17.6% | +9.4% | +8.2% | +3.4% |
| YTD | +17.3% | +13.3% | +4.0% | -2.2% |
| 1Y | +23.5% | +13.4% | +10.1% | +2.3% |
| 3Y | +384.6% | +50.4% | +334.2% | +153.6% |
| All | +889.8% | +48.0% | +841.8% | +473.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 5y: compounded portfolio wealth divided by compounded IJH 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…
5y analysis · Full analysis span regression · 6 months rolling