+142.0%
NXPI vs IR
+288.5%
-146.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.5% |
| 7D | +1.9% | -2.8% | +4.7% | +3.5% |
| 30D | -1.4% | -15.1% | +13.7% | +8.0% |
| 3M | -29.1% | +6.1% | -35.1% | -32.0% |
| 6M | +6.2% | -16.8% | +23.0% | +16.1% |
| YTD | +5.9% | -3.5% | +9.4% | +5.2% |
| 1Y | +2.9% | -3.5% | +6.4% | +2.0% |
| 3Y | +14.5% | +9.5% | +5.0% | +5.3% |
| 5Y | +17.1% | +45.1% | -28.0% | -7.9% |
| All | +142.0% | +288.5% | -146.6% | +29.2% |
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