+2,076.7%
NXPI vs IT
+657.3%
+1,419.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.3% |
| 7D | +9.4% | -3.7% | +13.0% | +11.2% |
| 30D | +18.1% | -3.1% | +21.2% | +18.3% |
| 3M | +15.0% | +6.3% | +8.7% | +8.3% |
| 6M | -8.4% | +24.8% | -33.2% | -25.1% |
| YTD | +24.8% | -24.4% | +49.1% | +30.4% |
| 1Y | +33.3% | -17.1% | +50.4% | +31.6% |
| 3Y | +51.0% | -53.6% | +104.6% | +101.9% |
| 5Y | +34.5% | -42.5% | +77.0% | +54.8% |
| 10Y | +211.8% | +88.8% | +123.0% | +50.9% |
| All | +2,076.7% | +657.3% | +1,419.4% | +342.8% |
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 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