+52.5%
NXPI vs ICE
+68.8%
-16.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.5% |
| 7D | +9.4% | +2.2% | +7.1% | +8.9% |
| 30D | +18.1% | +13.7% | +4.4% | +15.0% |
| 3M | +15.0% | +17.9% | -2.9% | +10.9% |
| 6M | -8.4% | +15.0% | -23.4% | -10.4% |
| YTD | +24.8% | +10.9% | +13.8% | +22.4% |
| 1Y | +33.3% | +17.0% | +16.3% | +27.0% |
| All | +52.5% | +68.8% | -16.3% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 3y: compounded portfolio wealth divided by compounded ICE 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…
3y analysis · Full analysis span regression · 6 months rolling