+20.6%
NXPI vs ITOT
+74.3%
-53.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.8% | +3.6% | +3.1% |
| 7D | +3.9% | -0.9% | +4.8% | +5.4% |
| 30D | +1.4% | -1.5% | +2.8% | +3.8% |
| 3M | -21.5% | +3.6% | -25.1% | -25.6% |
| 6M | +19.4% | +13.7% | +5.7% | -2.1% |
| YTD | +9.9% | +12.9% | -3.0% | -8.7% |
| 1Y | +7.9% | +17.2% | -9.3% | -15.4% |
| 3Y | +22.7% | +75.6% | -52.9% | -47.1% |
| All | +20.6% | +74.3% | -53.7% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling