+16.1%
NXPI vs ICE
+39.3%
-23.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | -2.3% | -0.9% | -1.4% | -2.0% |
| 30D | -4.3% | +4.0% | -8.3% | -6.2% |
| 3M | -24.7% | +11.0% | -35.6% | -28.8% |
| 6M | +9.7% | -5.0% | +14.7% | +12.0% |
| YTD | +3.8% | -2.7% | +6.5% | +3.5% |
| 1Y | +1.6% | -8.6% | +10.2% | +5.2% |
| 3Y | +16.0% | +41.4% | -25.3% | -11.1% |
| 5Y | +16.1% | +39.9% | -23.7% | -16.8% |
| All | +16.1% | +39.3% | -23.2% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling