+1,747.1%
NXPI vs IT
+639.8%
+1,107.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.6% | +5.9% | +3.5% |
| 7D | +1.9% | -6.0% | +7.9% | +4.7% |
| 30D | -1.4% | 0.0% | -1.4% | -2.3% |
| 3M | -29.1% | +13.1% | -42.1% | -36.5% |
| 6M | +6.2% | +11.7% | -5.5% | -7.0% |
| YTD | +5.9% | -26.1% | +32.0% | +14.6% |
| 1Y | +2.9% | -21.3% | +24.1% | +6.2% |
| 3Y | +14.5% | -46.7% | +61.2% | +42.1% |
| 5Y | +17.1% | -40.5% | +57.6% | +34.2% |
| 10Y | +193.4% | +103.9% | +89.5% | +36.4% |
| All | +1,747.1% | +639.8% | +1,107.3% | +289.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling