+2,076.7%
NXPI vs IVZ
+173.8%
+1,902.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -0.5% |
| 7D | +9.4% | +5.1% | +4.2% | +6.0% |
| 30D | +18.1% | -1.6% | +19.7% | +19.2% |
| 3M | +15.0% | -9.1% | +24.2% | +21.5% |
| 6M | -8.4% | +1.8% | -10.2% | -10.0% |
| YTD | +24.8% | +10.8% | +13.9% | +15.3% |
| 1Y | +33.3% | +19.1% | +14.2% | +17.6% |
| 3Y | +51.0% | +144.4% | -93.4% | -16.6% |
| 5Y | +34.5% | +33.6% | +1.0% | +3.8% |
| 10Y | +211.8% | +41.7% | +170.2% | +102.1% |
| All | +2,076.7% | +173.8% | +1,902.8% | +671.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling