+16.8%
NXPI vs IJR
+38.0%
-21.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +2.5% |
| 7D | +0.7% | -2.3% | +3.0% | +3.6% |
| 30D | -4.2% | -4.7% | +0.5% | +1.7% |
| 3M | -20.4% | +2.1% | -22.6% | -22.4% |
| 6M | +12.5% | +13.9% | -1.4% | -3.9% |
| YTD | +5.2% | +18.2% | -13.0% | -14.2% |
| 1Y | +5.1% | +21.8% | -16.7% | -17.3% |
| 3Y | +17.7% | +52.2% | -34.5% | -29.8% |
| 5Y | +16.8% | +40.1% | -23.3% | -20.1% |
| All | +16.8% | +38.0% | -21.1% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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