+433,968.9%
NVDA vs IRM
+3,465.2%
+430,503.7%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.7% |
| 7D | -12.7% | +6.8% | -19.5% | -15.4% |
| 30D | -26.4% | +2.6% | -29.0% | -27.3% |
| 3M | -27.6% | -9.5% | -18.2% | -24.5% |
| 6M | -27.7% | -8.5% | -19.2% | -25.2% |
| YTD | -12.5% | +40.3% | -52.8% | -25.9% |
| 1Y | -12.6% | +28.7% | -41.3% | -23.3% |
| 3Y | +235.9% | +111.8% | +124.1% | +130.9% |
| 5Y | +438.2% | +189.1% | +249.1% | +223.1% |
| 10Y | +7,445.8% | +519.8% | +6,926.0% | +2,964.3% |
| All | +433,968.9% | +3,465.2% | +430,503.7% | +89,532.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling