+14,535.0%
NVDA vs IWM
+170.2%
+14,364.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -1.2% |
| 7D | -4.4% | -2.5% | -1.9% | -1.5% |
| 30D | +0.4% | -4.4% | +4.8% | +5.9% |
| 3M | +9.0% | +2.2% | +6.7% | +6.3% |
| 6M | +18.3% | +14.0% | +4.3% | +1.7% |
| YTD | +17.2% | +17.4% | -0.1% | -2.7% |
| 1Y | +23.3% | +22.9% | +0.4% | -3.7% |
| 3Y | +380.0% | +62.1% | +318.0% | +164.5% |
| 5Y | +874.6% | +38.2% | +836.5% | +585.8% |
| All | +14,535.0% | +170.2% | +14,364.8% | +4,595.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling