+17.1%
NXPI vs IR
+45.6%
-28.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.4% |
| 7D | +1.9% | -2.8% | +4.7% | +3.9% |
| 30D | -1.4% | -15.1% | +13.7% | +10.0% |
| 3M | -29.1% | +6.1% | -35.1% | -32.8% |
| 6M | +6.2% | -16.8% | +23.0% | +18.4% |
| YTD | +5.9% | -3.5% | +9.4% | +4.1% |
| 1Y | +2.9% | -3.5% | +6.4% | +0.6% |
| 3Y | +14.5% | +9.5% | +5.0% | -2.0% |
| All | +17.1% | +45.6% | -28.5% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 5y: compounded portfolio wealth divided by compounded IR 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…
5y analysis · Full analysis span regression · 6 months rolling