+17.7%
NXPI vs IVZ
+63.4%
-45.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -0.5% |
| 7D | +0.7% | +1.1% | -0.4% | -0.1% |
| 30D | -6.6% | +3.1% | -9.7% | -8.4% |
| 3M | -25.4% | +18.2% | -43.6% | -32.7% |
| 6M | +11.9% | +38.6% | -26.7% | -8.4% |
| YTD | +4.0% | +25.9% | -21.9% | -10.6% |
| 1Y | +1.0% | +51.7% | -50.6% | -22.7% |
| 3Y | +16.3% | +138.7% | -122.3% | -35.4% |
| 5Y | +17.7% | +62.8% | -45.1% | -21.7% |
| All | +17.7% | +63.4% | -45.7% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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