+15.8%
NXPI vs IOT
+24.7%
-8.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.5% | +0.4% |
| 7D | -2.3% | +5.1% | -7.3% | -3.1% |
| 30D | -4.3% | -3.0% | -1.3% | -4.0% |
| 3M | -24.7% | +15.0% | -39.6% | -27.2% |
| 6M | +9.7% | +13.1% | -3.4% | +5.2% |
| YTD | +3.8% | +9.0% | -5.3% | -0.6% |
| 1Y | +1.6% | +0.1% | +1.5% | -0.9% |
| All | +15.8% | +24.7% | -8.9% | +2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling