+1,747.1%
NXPI vs IP
+209.5%
+1,537.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.1% |
| 7D | +1.9% | -5.3% | +7.2% | +4.9% |
| 30D | -1.4% | -10.9% | +9.4% | +4.7% |
| 3M | -29.1% | +11.2% | -40.2% | -34.2% |
| 6M | +6.2% | -10.2% | +16.4% | +9.3% |
| YTD | +5.9% | -2.0% | +7.9% | +2.6% |
| 1Y | +2.9% | -19.1% | +22.0% | +10.0% |
| 3Y | +14.5% | +20.9% | -6.4% | -9.1% |
| 5Y | +17.1% | -17.8% | +34.9% | +16.4% |
| 10Y | +193.4% | +23.5% | +169.8% | +100.0% |
| All | +1,747.1% | +209.5% | +1,537.6% | +504.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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