+223.9%
NXPI vs ITOT
+303.4%
-79.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.8% | +3.6% | +3.2% |
| 7D | +3.9% | -0.9% | +4.8% | +5.3% |
| 30D | +1.4% | -1.5% | +2.8% | +3.6% |
| 3M | -21.5% | +3.6% | -25.1% | -25.2% |
| 6M | +19.4% | +13.7% | +5.7% | -0.2% |
| YTD | +9.9% | +12.9% | -3.0% | -7.0% |
| 1Y | +7.9% | +17.2% | -9.3% | -13.3% |
| 3Y | +22.7% | +75.6% | -52.9% | -42.5% |
| 5Y | +22.1% | +75.5% | -53.4% | -40.7% |
| All | +223.9% | +303.4% | -79.5% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 10y: compounded portfolio wealth divided by compounded ITOT 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…
10y analysis · Full analysis span regression · 6 months rolling