+235.9%
NVDA vs IWD
+85.1%
+150.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.3% |
| 7D | -12.7% | +2.3% | -15.0% | -15.1% |
| 30D | -26.4% | +3.6% | -30.0% | -29.4% |
| 3M | -27.6% | +2.2% | -29.8% | -29.5% |
| 6M | -27.7% | +13.0% | -40.7% | -37.6% |
| YTD | -12.5% | +26.5% | -39.0% | -34.3% |
| 1Y | -12.6% | +30.1% | -42.8% | -36.8% |
| 3Y | +235.9% | +84.9% | +151.1% | +92.6% |
| All | +235.9% | +85.1% | +150.8% | +92.6% |
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 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