+464.1%
IWM vs NXPI
+1,889.2%
-1,425.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.1% |
| 7D | +0.1% | +1.9% | -1.8% | -0.5% |
| 30D | -1.3% | -1.4% | +0.2% | -0.9% |
| 3M | +1.6% | -29.1% | +30.7% | +12.4% |
| 6M | +13.6% | +6.2% | +7.3% | +8.4% |
| YTD | +20.8% | +5.9% | +14.9% | +14.8% |
| 1Y | +26.4% | +2.9% | +23.5% | +20.8% |
| 3Y | +60.7% | +14.5% | +46.2% | +43.2% |
| 5Y | +38.2% | +17.1% | +21.1% | +19.3% |
| 10Y | +169.5% | +193.4% | -23.9% | +67.0% |
| All | +464.1% | +1,889.2% | -1,425.1% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NXPI.
Daily Out/Under-Performance
Portfolio return minus NXPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXPI 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 NXPI 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