+3.3%
NVDA vs IRE
-97.2%
+100.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +39.6% | -36.8% | -0.4% |
| 7D | -8.8% | -27.2% | +18.4% | -7.7% |
| 30D | -21.4% | -75.1% | +53.7% | -14.9% |
| 3M | -14.7% | -77.9% | +63.2% | -7.7% |
| 6M | -10.0% | -94.6% | +84.6% | +2.5% |
| YTD | +0.3% | -91.5% | +91.8% | +6.3% |
| 1Y | -0.5% | -97.8% | +97.3% | +9.8% |
| All | +3.3% | -97.2% | +100.5% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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