+913.8%
NVDA vs IVV
+82.2%
+831.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -0.7% |
| 7D | +3.8% | +0.5% | +3.3% | +2.7% |
| 30D | +0.8% | -1.0% | +1.8% | +3.1% |
| 3M | +8.2% | +3.9% | +4.3% | +0.1% |
| 6M | +27.1% | +14.5% | +12.6% | -4.6% |
| YTD | +21.2% | +12.9% | +8.3% | -5.9% |
| 1Y | +34.3% | +19.4% | +14.9% | -7.4% |
| 3Y | +396.3% | +78.8% | +317.4% | +49.9% |
| 5Y | +913.8% | +82.2% | +831.6% | +246.9% |
| All | +913.8% | +82.2% | +831.6% | +246.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling