+164.9%
NXPI vs IR
+322.3%
-157.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +0.8% |
| 7D | -4.4% | +3.7% | -8.0% | -6.3% |
| 30D | +5.6% | +7.4% | -1.9% | +1.3% |
| 3M | +7.6% | -5.9% | +13.5% | +11.1% |
| 6M | -17.6% | +5.6% | -23.1% | -20.8% |
| YTD | +15.9% | +4.8% | +11.1% | +9.8% |
| 1Y | +22.4% | +6.9% | +15.4% | +14.5% |
| 3Y | +43.2% | +27.6% | +15.7% | +21.0% |
| 5Y | +21.4% | +45.8% | -24.4% | -5.4% |
| All | +164.9% | +322.3% | -157.4% | +34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling