+16.8%
NXPI vs ITW
+35.1%
-18.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +1.0% | +1.0% |
| 7D | +0.7% | -2.4% | +3.0% | +2.9% |
| 30D | -4.2% | -9.5% | +5.3% | +4.8% |
| 3M | -20.4% | +6.6% | -27.1% | -26.1% |
| 6M | +12.5% | -1.8% | +14.3% | +12.6% |
| YTD | +5.2% | +9.0% | -3.8% | -5.4% |
| 1Y | +5.1% | +3.6% | +1.6% | -0.8% |
| 3Y | +17.7% | +19.4% | -1.8% | -3.5% |
| 5Y | +16.8% | +36.4% | -19.6% | -19.7% |
| All | +16.8% | +35.1% | -18.3% | -19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling