+75,783.8%
NVDA vs IYR
+700.6%
+75,083.2%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +1.3% |
| 7D | +5.9% | -1.2% | +7.1% | +6.8% |
| 30D | +5.1% | -2.9% | +7.9% | +7.2% |
| 3M | +5.4% | +0.8% | +4.5% | +4.1% |
| 6M | +26.0% | +1.9% | +24.2% | +23.4% |
| YTD | +23.7% | +9.6% | +14.0% | +14.9% |
| 1Y | +34.4% | +8.1% | +26.3% | +25.5% |
| 3Y | +375.8% | +29.2% | +346.6% | +281.6% |
| 5Y | +911.8% | +4.3% | +907.5% | +870.4% |
| 10Y | +14,899.8% | +64.7% | +14,835.1% | +10,319.4% |
| All | +75,783.8% | +700.6% | +75,083.2% | +24,142.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling