+223.9%
NXPI vs IFF
-20.3%
+244.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.5% | +5.0% | +4.7% |
| 7D | +3.9% | -3.2% | +7.0% | +5.4% |
| 30D | +1.4% | -0.3% | +1.7% | +1.4% |
| 3M | -21.5% | +8.4% | -30.0% | -25.3% |
| 6M | +19.4% | +23.0% | -3.6% | +5.6% |
| YTD | +9.9% | +25.5% | -15.5% | -4.1% |
| 1Y | +7.9% | +29.1% | -21.2% | -7.6% |
| 3Y | +22.7% | +31.7% | -9.0% | +2.0% |
| 5Y | +22.1% | -35.2% | +57.3% | +39.8% |
| All | +223.9% | -20.3% | +244.2% | +227.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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