+1,747.1%
NXPI vs ICE
+782.0%
+965.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +2.5% |
| 7D | +1.9% | -0.7% | +2.6% | +2.1% |
| 30D | -1.4% | +7.6% | -9.1% | -6.0% |
| 3M | -29.1% | +13.9% | -43.0% | -35.3% |
| 6M | +6.2% | -2.4% | +8.6% | +5.9% |
| YTD | +5.9% | +0.3% | +5.6% | +2.7% |
| 1Y | +2.9% | -6.4% | +9.3% | +4.1% |
| 3Y | +14.5% | +43.1% | -28.6% | -13.7% |
| 5Y | +17.1% | +42.1% | -25.1% | -12.6% |
| 10Y | +193.4% | +220.9% | -27.6% | +26.3% |
| All | +1,747.1% | +782.0% | +965.0% | +217.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling