+396.0%
NVDA vs IYR
+29.2%
+366.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.7% |
| 7D | -0.3% | -0.9% | +0.6% | -0.1% |
| 30D | +2.8% | -2.4% | +5.2% | +3.3% |
| 3M | +7.4% | -2.0% | +9.4% | +7.7% |
| 6M | +22.6% | +2.5% | +20.1% | +21.0% |
| YTD | +20.1% | +8.3% | +11.8% | +16.7% |
| 1Y | +31.2% | +6.5% | +24.7% | +27.9% |
| All | +396.0% | +29.2% | +366.9% | +351.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 3y: compounded portfolio wealth divided by compounded IYR 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…
3y analysis · Full analysis span regression · 6 months rolling