+26.4%
NXPI vs IOT
+66.1%
-39.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +6.8% | +0.9% | +5.8% | +6.6% |
| 30D | +20.0% | +1.4% | +18.7% | +19.6% |
| 3M | +14.8% | +0.5% | +14.3% | +13.9% |
| 6M | -10.5% | +50.3% | -60.8% | -20.0% |
| YTD | +23.7% | +16.7% | +7.1% | +14.8% |
| 1Y | +34.1% | +6.8% | +27.3% | +26.8% |
| 3Y | +51.2% | +75.5% | -24.2% | +20.9% |
| All | +26.4% | +66.1% | -39.7% | -9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling