+433,968.9%
NVDA vs IVZ
+294.9%
+433,674.0%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -3.1% |
| 7D | -12.7% | +7.6% | -20.4% | -16.0% |
| 30D | -26.4% | +4.3% | -30.7% | -28.1% |
| 3M | -27.6% | -9.3% | -18.3% | -24.5% |
| 6M | -27.7% | +5.2% | -33.0% | -30.2% |
| YTD | -12.5% | +13.4% | -25.9% | -19.2% |
| 1Y | -12.6% | +25.4% | -38.0% | -23.4% |
| 3Y | +235.9% | +152.5% | +83.5% | +104.2% |
| 5Y | +438.2% | +36.7% | +401.5% | +339.9% |
| 10Y | +7,445.8% | +45.0% | +7,400.8% | +5,118.1% |
| All | +433,968.9% | +294.9% | +433,674.0% | +182,886.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling