+508.6%
NVDA vs IWD
+68.9%
+439.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.1% | +3.4% |
| 7D | -8.8% | -0.5% | -8.3% | -8.1% |
| 30D | -21.4% | +2.7% | -24.1% | -24.8% |
| 3M | -14.7% | +0.9% | -15.6% | -16.2% |
| 6M | -10.0% | +10.5% | -20.5% | -24.1% |
| YTD | +0.3% | +23.7% | -23.4% | -30.1% |
| 1Y | -0.5% | +28.7% | -29.3% | -35.4% |
| 3Y | +309.2% | +79.7% | +229.5% | +39.9% |
| All | +508.6% | +68.9% | +439.7% | +155.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling