+911.9%
NVDA vs IRM
+190.5%
+721.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.5% |
| 7D | -0.3% | +3.0% | -3.4% | -1.8% |
| 30D | +2.8% | -5.2% | +8.0% | +5.7% |
| 3M | +7.4% | -8.0% | +15.5% | +11.6% |
| 6M | +22.6% | +9.2% | +13.4% | +14.9% |
| YTD | +20.1% | +41.0% | -20.9% | -2.9% |
| 1Y | +31.2% | +23.3% | +7.9% | +13.3% |
| 3Y | +391.7% | +102.8% | +288.9% | +189.2% |
| 5Y | +911.9% | +192.8% | +719.1% | +340.2% |
| All | +911.9% | +190.5% | +721.4% | +340.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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