+1,714.9%
NXPI vs IJR
+536.5%
+1,178.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -0.8% |
| 7D | +0.7% | +0.9% | -0.3% | -0.4% |
| 30D | -6.6% | -3.1% | -3.5% | -2.9% |
| 3M | -25.4% | +4.4% | -29.8% | -29.1% |
| 6M | +11.9% | +16.1% | -4.2% | -6.2% |
| YTD | +4.0% | +20.6% | -16.6% | -16.6% |
| 1Y | +1.0% | +22.9% | -21.8% | -20.6% |
| 3Y | +16.3% | +55.2% | -38.9% | -30.5% |
| 5Y | +17.7% | +41.1% | -23.4% | -19.5% |
| 10Y | +195.8% | +167.0% | +28.9% | -13.3% |
| All | +1,714.9% | +536.5% | +1,178.4% | +77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling