+34.4%
NVDA vs IWM
+27.7%
+6.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.6% |
| 7D | +5.9% | +0.1% | +5.8% | +5.8% |
| 30D | +5.1% | -1.3% | +6.3% | +6.3% |
| 3M | +5.4% | +1.6% | +3.7% | +4.2% |
| 6M | +26.0% | +13.6% | +12.5% | +13.6% |
| YTD | +23.7% | +20.8% | +2.9% | +7.7% |
| 1Y | +34.4% | +26.4% | +8.0% | +14.3% |
| All | +34.4% | +27.7% | +6.7% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWM.
Daily Out/Under-Performance
Portfolio return minus IWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWM 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 1y: compounded portfolio wealth divided by compounded IWM 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…
1y analysis · Full analysis span regression · 6 months rolling