+10,058.2%
NVDA vs IWD
+203.8%
+9,854.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | -18.3% | +1.6% | -19.9% | -20.1% |
| 30D | -26.3% | +3.6% | -29.9% | -29.9% |
| 3M | -22.3% | +2.0% | -24.3% | -24.7% |
| 6M | -21.3% | +13.1% | -34.4% | -33.7% |
| YTD | -9.2% | +26.2% | -35.4% | -34.2% |
| 1Y | -14.9% | +29.6% | -44.5% | -40.7% |
| 3Y | +250.5% | +84.3% | +166.1% | +50.5% |
| 5Y | +475.8% | +73.4% | +402.4% | +184.4% |
| 10Y | +10,058.2% | +202.4% | +9,855.8% | +4,076.8% |
| All | +10,058.2% | +203.8% | +9,854.5% | +4,076.8% |
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