+17.4%
NXPI vs IFF
+29.7%
-12.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +0.7% | -2.8% | +3.4% | +1.7% |
| 30D | -4.2% | -1.1% | -3.1% | -3.8% |
| 3M | -20.4% | +13.8% | -34.3% | -25.1% |
| 6M | +12.5% | +16.7% | -4.2% | +3.5% |
| YTD | +5.2% | +26.1% | -20.9% | -7.5% |
| 1Y | +5.1% | +33.5% | -28.4% | -10.9% |
| All | +17.4% | +29.7% | -12.3% | -3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling