+34.4%
NVDA vs IVV
+20.9%
+13.4%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.6% |
| 7D | +5.9% | +0.1% | +5.8% | +5.7% |
| 30D | +5.1% | +0.1% | +5.0% | +5.1% |
| 3M | +5.4% | +2.0% | +3.4% | +2.1% |
| 6M | +26.0% | +13.0% | +13.0% | +1.7% |
| YTD | +23.7% | +13.6% | +10.1% | -1.0% |
| 1Y | +34.4% | +20.1% | +14.3% | -6.3% |
| All | +34.4% | +20.9% | +13.4% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 1y: compounded portfolio wealth divided by compounded IVV 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…
1y analysis · Full analysis span regression · 6 months rolling