+595,415.3%
NVDA vs ITW
+1,450.6%
+593,964.7%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | +0.3% |
| 7D | -0.3% | -1.9% | +1.6% | +1.0% |
| 30D | +2.8% | -10.4% | +13.2% | +10.9% |
| 3M | +7.4% | +3.5% | +3.9% | +4.1% |
| 6M | +22.6% | -3.4% | +26.0% | +24.3% |
| YTD | +20.1% | +8.5% | +11.6% | +11.3% |
| 1Y | +31.2% | +3.2% | +27.9% | +24.8% |
| 3Y | +391.7% | +18.9% | +372.8% | +312.3% |
| 5Y | +911.9% | +35.0% | +876.9% | +688.7% |
| 10Y | +15,200.7% | +188.6% | +15,012.1% | +6,748.8% |
| All | +595,415.3% | +1,450.6% | +593,964.7% | +98,647.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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