+600,899.9%
NVDA vs IVZ
+338.2%
+600,561.7%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.0% |
| 7D | +3.8% | +1.1% | +2.7% | +3.3% |
| 30D | +0.8% | +3.1% | -2.3% | -0.7% |
| 3M | +8.2% | +18.2% | -10.0% | -0.5% |
| 6M | +27.1% | +38.6% | -11.5% | +7.7% |
| YTD | +21.2% | +25.9% | -4.7% | +6.9% |
| 1Y | +34.3% | +51.7% | -17.4% | +8.1% |
| 3Y | +396.3% | +138.7% | +257.6% | +210.3% |
| 5Y | +913.8% | +62.8% | +851.0% | +663.1% |
| 10Y | +14,572.5% | +60.9% | +14,511.6% | +9,574.2% |
| All | +600,899.9% | +338.2% | +600,561.7% | +242,050.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded IVZ 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling