+95,804.5%
NVDA vs IVV
+727.1%
+95,077.4%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.4% | +2.2% |
| 7D | -8.8% | -2.7% | -6.1% | -4.3% |
| 30D | -21.4% | -5.4% | -16.0% | -13.4% |
| 3M | -14.7% | -4.1% | -10.6% | -8.0% |
| 6M | -10.0% | +0.7% | -10.7% | -10.2% |
| YTD | +0.3% | +8.7% | -8.4% | -11.7% |
| 1Y | -0.5% | +11.0% | -11.5% | -15.3% |
| 3Y | +309.2% | +75.4% | +233.7% | +72.1% |
| 5Y | +530.1% | +68.3% | +461.7% | +216.2% |
| 10Y | +11,159.1% | +315.5% | +10,843.5% | +1,289.3% |
| All | +95,804.5% | +727.1% | +95,077.4% | +5,961.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling