+214.4%
NXPI vs IBB
+133.2%
+81.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.6% | +2.7% |
| 7D | +1.7% | -1.4% | +3.1% | +3.0% |
| 30D | +19.7% | +6.8% | +12.9% | +13.2% |
| 3M | +14.5% | +9.2% | +5.3% | +5.2% |
| 6M | -11.2% | +28.3% | -39.6% | -29.8% |
| YTD | +25.8% | +29.4% | -3.6% | -1.9% |
| 1Y | +35.2% | +33.2% | +2.0% | +2.5% |
| 3Y | +52.3% | +90.2% | -37.9% | -15.9% |
| 5Y | +34.8% | +44.0% | -9.1% | -5.1% |
| 10Y | +214.4% | +133.1% | +81.3% | +64.0% |
| All | +214.4% | +133.2% | +81.2% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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