+898.3%
NVDA vs IWF
+72.8%
+825.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.1% |
| 7D | -0.3% | +0.5% | -0.9% | -1.3% |
| 30D | +2.8% | -1.4% | +4.2% | +5.8% |
| 3M | +7.4% | +0.4% | +7.0% | +6.6% |
| 6M | +22.6% | +8.5% | +14.2% | +5.4% |
| YTD | +20.1% | +3.7% | +16.4% | +12.8% |
| 1Y | +31.2% | +8.5% | +22.7% | +13.5% |
| 3Y | +391.7% | +78.5% | +313.2% | +75.9% |
| All | +898.3% | +72.8% | +825.5% | +338.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling