+83,882.3%
NVDA vs IWM
+766.7%
+83,115.6%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.8% | -4.6% |
| 7D | -18.3% | +0.3% | -18.6% | -18.7% |
| 30D | -26.3% | +0.6% | -26.9% | -27.0% |
| 3M | -22.3% | -6.2% | -16.1% | -15.8% |
| 6M | -21.3% | -0.8% | -20.6% | -20.7% |
| YTD | -9.2% | +14.8% | -24.0% | -24.0% |
| 1Y | -14.9% | +16.1% | -31.1% | -30.2% |
| 3Y | +250.5% | +71.5% | +178.9% | +70.8% |
| 5Y | +475.8% | +25.8% | +450.1% | +343.9% |
| 10Y | +10,058.2% | +155.4% | +9,902.8% | +2,984.6% |
| All | +83,882.3% | +766.7% | +83,115.6% | +3,989.7% |
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