+7,999.2%
NVDA vs IVV
+310.9%
+7,688.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -3.8% |
| 7D | -8.5% | +3.3% | -11.8% | -14.0% |
| 30D | -27.3% | -2.7% | -24.6% | -23.6% |
| 3M | -25.8% | -1.7% | -24.1% | -23.2% |
| 6M | -24.6% | +3.2% | -27.7% | -28.2% |
| YTD | -10.7% | +12.0% | -22.7% | -26.5% |
| 1Y | -14.0% | +12.1% | -26.1% | -29.3% |
| 3Y | +244.9% | +78.6% | +166.2% | +32.2% |
| 5Y | +449.3% | +73.8% | +375.4% | +142.7% |
| All | +7,999.2% | +310.9% | +7,688.3% | +842.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling