+384.6%
NVDA vs IJR
+52.1%
+332.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.5% |
| 7D | -5.1% | -2.2% | -3.0% | -3.4% |
| 30D | -2.5% | -4.6% | +2.1% | +1.4% |
| 3M | +6.7% | +0.2% | +6.4% | +6.5% |
| 6M | +17.6% | +14.7% | +2.9% | +5.5% |
| YTD | +17.3% | +18.9% | -1.5% | +2.3% |
| 1Y | +23.5% | +19.9% | +3.6% | +6.6% |
| 3Y | +384.6% | +53.0% | +331.6% | +258.8% |
| All | +384.6% | +52.1% | +332.6% | +258.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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