+15,200.7%
NVDA vs IWD
+195.0%
+15,005.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.1% |
| 7D | -0.3% | -1.2% | +0.8% | +1.3% |
| 30D | +2.8% | -1.6% | +4.5% | +5.0% |
| 3M | +7.4% | +7.0% | +0.4% | -2.3% |
| 6M | +22.6% | +17.0% | +5.6% | -1.1% |
| YTD | +20.1% | +21.6% | -1.6% | -8.3% |
| 1Y | +31.2% | +28.0% | +3.2% | -6.8% |
| 3Y | +391.7% | +70.6% | +321.2% | +135.8% |
| 5Y | +911.9% | +73.3% | +838.5% | +404.9% |
| 10Y | +15,200.7% | +200.5% | +15,000.2% | +4,275.6% |
| All | +15,200.7% | +195.0% | +15,005.7% | +4,275.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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