+223.9%
NXPI vs IJH
+184.0%
+39.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.8% | +3.7% | +3.5% |
| 7D | +3.9% | -1.9% | +5.7% | +6.4% |
| 30D | +1.4% | -4.6% | +6.0% | +7.7% |
| 3M | -21.5% | -1.2% | -20.4% | -20.0% |
| 6M | +19.4% | +9.4% | +10.0% | +7.5% |
| YTD | +9.9% | +13.3% | -3.4% | -5.2% |
| 1Y | +7.9% | +13.4% | -5.5% | -6.7% |
| 3Y | +22.7% | +50.4% | -27.8% | -23.2% |
| 5Y | +22.1% | +49.0% | -26.9% | -20.4% |
| All | +223.9% | +184.0% | +39.9% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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