+235.9%
NVDA vs IWF
+65.9%
+170.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | 0.0% |
| 7D | -12.7% | +2.8% | -15.6% | -17.2% |
| 30D | -26.4% | -7.5% | -18.9% | -15.5% |
| 3M | -27.6% | -8.5% | -19.1% | -15.1% |
| 6M | -27.7% | -7.4% | -20.3% | -16.8% |
| YTD | -12.5% | -2.6% | -9.8% | -7.9% |
| 1Y | -12.6% | -1.8% | -10.8% | -9.5% |
| 3Y | +235.9% | +65.5% | +170.5% | +26.2% |
| All | +235.9% | +65.9% | +170.1% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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