+108,446.9%
NVDA vs IJH
+1,054.0%
+107,392.9%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -1.1% |
| 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% | +3.6% |
| YTD | +17.3% | +13.3% | +4.0% | -1.9% |
| 1Y | +23.5% | +13.4% | +10.1% | +2.7% |
| 3Y | +384.6% | +50.4% | +334.2% | +167.7% |
| 5Y | +875.4% | +49.0% | +826.5% | +485.6% |
| 10Y | +14,849.4% | +182.6% | +14,666.8% | +3,304.0% |
| All | +108,446.9% | +1,054.0% | +107,392.9% | +2,562.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling