+309.2%
NVDA vs IWD
+78.7%
+230.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.1% | +3.2% |
| 7D | -8.8% | -0.5% | -8.3% | -8.2% |
| 30D | -21.4% | +2.7% | -24.1% | -23.7% |
| 3M | -14.7% | +0.9% | -15.6% | -15.6% |
| 6M | -10.0% | +10.5% | -20.5% | -20.3% |
| YTD | +0.3% | +23.7% | -23.4% | -22.6% |
| 1Y | -0.5% | +28.7% | -29.3% | -27.0% |
| 3Y | +309.2% | +79.7% | +229.5% | +140.0% |
| All | +309.2% | +78.7% | +230.4% | +140.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling