+444.8%
NVDA vs IYR
+6.0%
+438.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | -12.7% | +0.6% | -13.3% | -13.2% |
| 30D | -26.4% | +6.6% | -33.0% | -30.2% |
| 3M | -27.6% | -1.8% | -25.8% | -26.8% |
| 6M | -27.7% | +1.4% | -29.2% | -29.4% |
| YTD | -12.5% | +10.5% | -23.0% | -20.9% |
| 1Y | -12.6% | +10.6% | -23.3% | -21.3% |
| 3Y | +235.9% | +41.8% | +194.1% | +116.7% |
| All | +444.8% | +6.0% | +438.8% | +451.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling