+114,320.9%
NVDA vs IWF
+727.1%
+113,593.8%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.9% |
| 7D | +5.9% | +0.5% | +5.4% | +4.9% |
| 30D | +5.1% | -0.4% | +5.5% | +6.1% |
| 3M | +5.4% | -2.6% | +8.0% | +10.6% |
| 6M | +26.0% | +9.1% | +16.9% | +8.8% |
| YTD | +23.7% | +4.5% | +19.2% | +15.4% |
| 1Y | +34.4% | +10.1% | +24.3% | +15.2% |
| 3Y | +375.8% | +77.6% | +298.2% | +93.8% |
| 5Y | +911.8% | +73.7% | +838.0% | +379.2% |
| 10Y | +14,899.8% | +411.5% | +14,488.2% | +1,147.0% |
| All | +114,320.9% | +727.1% | +113,593.8% | +6,713.2% |
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 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