+2,058.7%
NXPI vs IAG
+5.9%
+2,052.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | +6.8% | -7.7% | +14.4% | +7.4% |
| 30D | +20.0% | +1.6% | +18.5% | +19.7% |
| 3M | +14.8% | -2.4% | +17.2% | +14.8% |
| 6M | -10.5% | -7.8% | -2.6% | -10.3% |
| YTD | +23.7% | +5.0% | +18.7% | +22.0% |
| 1Y | +34.1% | +25.7% | +8.4% | +30.2% |
| 3Y | +51.2% | +694.5% | -643.3% | +24.8% |
| 5Y | +33.4% | +421.7% | -388.3% | +10.0% |
| 10Y | +209.2% | +382.5% | -173.2% | +145.6% |
| All | +2,058.7% | +5.9% | +2,052.9% | +2,053.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling