-8.4%
NXPI vs IT
+23.5%
-31.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -1.0% |
| 7D | +9.4% | -3.7% | +13.0% | +8.9% |
| 30D | +18.1% | -3.1% | +21.2% | +17.9% |
| 3M | +15.0% | +6.3% | +8.7% | +16.9% |
| 6M | -8.4% | +24.8% | -33.2% | +1.5% |
| All | -8.4% | +23.5% | -31.9% | +1.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling