+223.9%
NXPI vs ITW
+194.8%
+29.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.1% | +3.4% | +3.6% |
| 7D | +3.9% | -0.7% | +4.6% | +4.5% |
| 30D | +1.4% | -8.3% | +9.7% | +8.7% |
| 3M | -21.5% | +6.0% | -27.6% | -25.9% |
| 6M | +19.4% | 0.0% | +19.4% | +18.1% |
| YTD | +9.9% | +10.2% | -0.3% | -0.1% |
| 1Y | +7.9% | +3.2% | +4.7% | +3.4% |
| 3Y | +22.7% | +21.0% | +1.7% | +4.1% |
| 5Y | +22.1% | +37.9% | -15.9% | -6.5% |
| All | +223.9% | +194.8% | +29.1% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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