+114,320.9%
NVDA vs IWM
+812.0%
+113,508.9%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.5% |
| 7D | +5.9% | +0.1% | +5.8% | +5.8% |
| 30D | +5.1% | -1.3% | +6.3% | +6.9% |
| 3M | +5.4% | +1.6% | +3.7% | +3.4% |
| 6M | +26.0% | +13.6% | +12.5% | +7.3% |
| YTD | +23.7% | +20.8% | +2.9% | -2.7% |
| 1Y | +34.4% | +26.4% | +8.0% | -1.0% |
| 3Y | +375.8% | +60.7% | +315.1% | +152.1% |
| 5Y | +911.8% | +38.2% | +873.6% | +593.3% |
| 10Y | +14,899.8% | +169.5% | +14,730.3% | +4,155.3% |
| All | +114,320.9% | +812.0% | +113,508.9% | +5,137.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling