+16.3%
NXPI vs IT
-51.4%
+67.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.4% | +5.7% | -0.4% |
| 7D | +0.7% | -9.1% | +9.8% | +2.3% |
| 30D | -6.6% | -7.0% | +0.4% | -5.7% |
| 3M | -25.4% | +7.6% | -33.0% | -27.0% |
| 6M | +11.9% | +2.1% | +9.8% | +10.0% |
| YTD | +4.0% | -31.6% | +35.6% | +18.4% |
| 1Y | +1.0% | -29.9% | +31.0% | +13.3% |
| 3Y | +16.3% | -51.3% | +67.6% | +64.8% |
| All | +16.3% | -51.4% | +67.7% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 3y: compounded portfolio wealth divided by compounded IT 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…
3y analysis · Full analysis span regression · 6 months rolling