+919.8%
NVDA vs IR
+45.6%
+874.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | -0.1% |
| 7D | +5.9% | -2.8% | +8.7% | +8.0% |
| 30D | +5.1% | -15.1% | +20.2% | +17.6% |
| 3M | +5.4% | +6.1% | -0.7% | -0.6% |
| 6M | +26.0% | -16.8% | +42.8% | +40.7% |
| YTD | +23.7% | -3.5% | +27.2% | +20.3% |
| 1Y | +34.4% | -3.5% | +37.9% | +28.8% |
| 3Y | +375.8% | +9.5% | +366.3% | +271.5% |
| All | +919.8% | +45.6% | +874.2% | +505.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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