+444.8%
NVDA vs INDA
+8.7%
+436.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.8% |
| 7D | -12.7% | +1.1% | -13.8% | -14.0% |
| 30D | -26.4% | +9.4% | -35.8% | -34.3% |
| 3M | -27.6% | +2.9% | -30.6% | -30.5% |
| 6M | -27.7% | +7.2% | -35.0% | -34.1% |
| YTD | -12.5% | -4.8% | -7.7% | -7.6% |
| 1Y | -12.6% | -5.1% | -7.6% | -7.5% |
| 3Y | +235.9% | +16.7% | +219.3% | +149.2% |
| All | +444.8% | +8.7% | +436.1% | +356.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling