+14,551.4%
NVDA vs IWM
+170.2%
+14,381.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -1.1% |
| 7D | -4.3% | -2.5% | -1.8% | -1.4% |
| 30D | +0.5% | -4.4% | +4.9% | +6.0% |
| 3M | +9.1% | +2.2% | +6.8% | +6.4% |
| 6M | +18.5% | +14.0% | +4.4% | +1.8% |
| YTD | +17.4% | +17.4% | 0.0% | -2.6% |
| 1Y | +23.4% | +22.9% | +0.5% | -3.6% |
| 3Y | +380.6% | +62.1% | +318.5% | +164.8% |
| 5Y | +875.7% | +38.2% | +837.6% | +586.6% |
| All | +14,551.4% | +170.2% | +14,381.2% | +4,600.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling