+211.4%
NXPI vs IAG
+401.0%
-189.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.4% | -0.4% |
| 7D | -2.3% | +1.7% | -4.0% | -2.4% |
| 30D | -4.3% | +11.4% | -15.8% | -5.4% |
| 3M | -24.7% | +33.0% | -57.7% | -26.8% |
| 6M | +9.7% | -6.0% | +15.7% | +9.4% |
| YTD | +3.8% | +24.6% | -20.8% | +0.8% |
| 1Y | +1.6% | +105.0% | -103.4% | -5.5% |
| 3Y | +16.0% | +837.9% | -821.9% | -6.6% |
| 5Y | +16.1% | +817.0% | -800.9% | -9.9% |
| 10Y | +211.4% | +425.3% | -213.9% | +149.0% |
| All | +211.4% | +401.0% | -189.6% | +149.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling