+80,878.8%
NVDA vs IWF
+670.6%
+80,208.2%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -0.1% |
| 7D | -12.7% | +2.8% | -15.6% | -17.1% |
| 30D | -26.4% | -7.5% | -18.9% | -16.0% |
| 3M | -27.6% | -8.5% | -19.1% | -15.7% |
| 6M | -27.7% | -7.4% | -20.3% | -17.4% |
| YTD | -12.5% | -2.6% | -9.8% | -8.0% |
| 1Y | -12.6% | -1.8% | -10.8% | -9.4% |
| 3Y | +235.9% | +65.5% | +170.5% | +53.7% |
| 5Y | +438.2% | +55.8% | +382.4% | +204.6% |
| 10Y | +7,445.8% | +384.9% | +7,060.9% | +584.5% |
| All | +80,878.8% | +670.6% | +80,208.2% | +5,329.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling