+110,997.9%
NVDA vs IJR
+1,130.2%
+109,867.7%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | +0.4% |
| 7D | -0.3% | -1.1% | +0.8% | +1.1% |
| 30D | +2.8% | -3.6% | +6.4% | +7.6% |
| 3M | +7.4% | +2.3% | +5.1% | +4.4% |
| 6M | +22.6% | +14.3% | +8.3% | +3.9% |
| YTD | +20.1% | +19.3% | +0.8% | -3.7% |
| 1Y | +31.2% | +22.6% | +8.6% | +0.9% |
| 3Y | +391.7% | +53.5% | +338.2% | +175.7% |
| 5Y | +911.9% | +39.9% | +871.9% | +573.6% |
| 10Y | +15,200.7% | +172.1% | +15,028.6% | +3,894.0% |
| All | +110,997.9% | +1,130.2% | +109,867.7% | +2,349.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling