+913.8%
NVDA vs IWM
+39.0%
+874.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -1.5% |
| 7D | +3.8% | +1.4% | +2.4% | +2.1% |
| 30D | +0.8% | -2.3% | +3.1% | +3.8% |
| 3M | +8.2% | +4.0% | +4.2% | +3.2% |
| 6M | +27.1% | +17.9% | +9.2% | +3.5% |
| YTD | +21.2% | +20.2% | +1.0% | -3.9% |
| 1Y | +34.3% | +25.0% | +9.3% | +0.5% |
| 3Y | +396.3% | +66.0% | +330.3% | +141.4% |
| 5Y | +913.8% | +40.0% | +873.7% | +572.0% |
| All | +913.8% | +39.0% | +874.8% | +572.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling