+14,546.7%
NVDA vs IVZ
+65.9%
+14,480.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.5% |
| 7D | -5.1% | -2.4% | -2.7% | -4.1% |
| 30D | -2.5% | +3.0% | -5.5% | -3.9% |
| 3M | +6.7% | +14.9% | -8.2% | -0.5% |
| 6M | +17.6% | +36.7% | -19.1% | +0.6% |
| YTD | +17.3% | +25.7% | -8.4% | +3.8% |
| 1Y | +23.5% | +47.7% | -24.2% | +0.9% |
| 3Y | +384.6% | +138.8% | +245.8% | +203.5% |
| 5Y | +875.4% | +62.1% | +813.3% | +622.5% |
| All | +14,546.7% | +65.9% | +14,480.8% | +10,924.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling