-24.6%
NVDA vs IWM
-1.5%
-23.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.6% | -2.7% | -2.5% |
| 7D | -8.5% | +2.8% | -11.2% | -11.2% |
| 30D | -27.3% | +0.6% | -27.9% | -27.2% |
| 3M | -25.8% | -7.8% | -18.0% | -17.7% |
| 6M | -24.6% | -1.0% | -23.6% | -23.0% |
| All | -24.6% | -1.5% | -23.1% | -23.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling