+1.0%
NVDA vs IWM
+18.7%
-17.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -4.5% |
| 7D | -7.1% | +1.0% | -8.1% | -7.9% |
| 30D | -16.2% | +0.2% | -16.5% | -16.4% |
| 3M | -5.5% | -5.6% | +0.2% | -0.1% |
| 6M | +1.1% | +2.7% | -1.7% | -0.6% |
| YTD | +7.6% | +16.2% | -8.6% | -4.3% |
| 1Y | +1.0% | +18.9% | -18.0% | -11.2% |
| All | +1.0% | +18.7% | -17.7% | -11.2% |
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