+1,747.1%
NXPI vs IWD
+528.2%
+1,218.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +1.9% | +2.3% |
| 7D | +1.9% | -0.3% | +2.2% | +2.3% |
| 30D | -1.4% | +0.6% | -2.0% | -2.4% |
| 3M | -29.1% | +7.2% | -36.3% | -36.0% |
| 6M | +6.2% | +16.2% | -10.0% | -14.7% |
| YTD | +5.9% | +23.3% | -17.5% | -22.1% |
| 1Y | +2.9% | +29.6% | -26.7% | -29.4% |
| 3Y | +14.5% | +70.5% | -56.0% | -45.8% |
| 5Y | +17.1% | +73.5% | -56.4% | -44.4% |
| 10Y | +193.4% | +198.3% | -5.0% | -37.8% |
| All | +1,747.1% | +528.2% | +1,218.9% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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