+86,289.1%
NVDA vs IWM
+774.5%
+85,514.6%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +1.7% |
| 7D | -13.2% | -0.3% | -12.9% | -12.8% |
| 30D | -23.2% | +1.9% | -25.1% | -25.1% |
| 3M | -20.0% | -5.7% | -14.3% | -14.0% |
| 6M | -20.6% | -0.3% | -20.4% | -20.4% |
| YTD | -6.6% | +15.8% | -22.4% | -22.7% |
| 1Y | -9.8% | +17.1% | -26.9% | -26.7% |
| 3Y | +260.5% | +73.1% | +187.4% | +73.7% |
| 5Y | +474.2% | +25.9% | +448.3% | +342.1% |
| 10Y | +7,949.9% | +151.9% | +7,798.0% | +2,375.2% |
| All | +86,289.1% | +774.5% | +85,514.6% | +4,061.2% |
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