-12.6%
NVDA vs IVZ
+22.9%
-35.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -2.8% |
| 7D | -12.7% | +7.6% | -20.4% | -15.2% |
| 30D | -26.4% | +4.3% | -30.7% | -27.4% |
| 3M | -27.6% | -9.3% | -18.3% | -25.0% |
| 6M | -27.7% | +5.2% | -33.0% | -28.7% |
| YTD | -12.5% | +13.4% | -25.9% | -16.3% |
| 1Y | -12.6% | +25.4% | -38.0% | -18.7% |
| All | -12.6% | +22.9% | -35.5% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling