+12.3%
NXPI vs IOT
+54.1%
-41.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.2% | +4.6% | +4.5% |
| 7D | +3.9% | -4.5% | +8.4% | +4.8% |
| 30D | +1.4% | -2.4% | +3.8% | +1.6% |
| 3M | -21.5% | +19.0% | -40.5% | -25.4% |
| 6M | +19.4% | +19.6% | -0.2% | +11.8% |
| YTD | +9.9% | +8.3% | +1.7% | +4.1% |
| 1Y | +7.9% | -0.8% | +8.7% | +4.0% |
| 3Y | +22.7% | +24.4% | -1.7% | +6.2% |
| All | +12.3% | +54.1% | -41.8% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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