+396.3%
NVDA vs IWD
+71.7%
+324.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.1% |
| 7D | +3.8% | -0.2% | +4.0% | +4.0% |
| 30D | +0.8% | -0.8% | +1.6% | +1.6% |
| 3M | +8.2% | +8.0% | +0.2% | -1.6% |
| 6M | +27.1% | +18.2% | +8.9% | +3.7% |
| YTD | +21.2% | +22.3% | -1.1% | -5.1% |
| 1Y | +34.3% | +28.9% | +5.4% | -1.7% |
| 3Y | +396.3% | +71.5% | +324.7% | +176.6% |
| All | +396.3% | +71.7% | +324.6% | +176.6% |
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