+34.8%
NXPI vs IT
-41.7%
+76.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.2% | +0.9% | +2.4% |
| 7D | +1.7% | -6.8% | +8.5% | +4.0% |
| 30D | +19.7% | -0.6% | +20.2% | +18.8% |
| 3M | +14.5% | +3.1% | +11.5% | +11.1% |
| 6M | -11.2% | +25.5% | -36.7% | -22.6% |
| YTD | +25.8% | -23.5% | +49.3% | +37.8% |
| 1Y | +35.2% | -16.6% | +51.8% | +40.7% |
| 3Y | +52.3% | -53.1% | +105.4% | +115.6% |
| 5Y | +34.8% | -41.4% | +76.3% | +52.3% |
| All | +34.8% | -41.7% | +76.5% | +52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling