+235.9%
NVDA vs INDA
+16.8%
+219.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -12.7% | +1.1% | -13.8% | -13.5% |
| 30D | -26.4% | +9.4% | -35.8% | -31.7% |
| 3M | -27.6% | +2.9% | -30.6% | -29.3% |
| 6M | -27.7% | +7.2% | -35.0% | -31.8% |
| YTD | -12.5% | -4.8% | -7.7% | -8.8% |
| 1Y | -12.6% | -5.1% | -7.6% | -8.8% |
| 3Y | +235.9% | +16.7% | +219.3% | +231.6% |
| All | +235.9% | +16.8% | +219.1% | +231.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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