+212.4%
NXPI vs IYR
+87.3%
+125.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | +6.8% | +0.6% | +6.2% | +6.2% |
| 30D | +20.0% | +6.6% | +13.5% | +13.6% |
| 3M | +14.8% | -1.8% | +16.6% | +16.6% |
| 6M | -10.5% | +1.4% | -11.9% | -12.5% |
| YTD | +23.7% | +10.5% | +13.2% | +11.7% |
| 1Y | +34.1% | +10.6% | +23.4% | +20.9% |
| 3Y | +51.2% | +41.8% | +9.4% | +8.4% |
| 5Y | +33.4% | +6.0% | +27.4% | +24.7% |
| All | +212.4% | +87.3% | +125.1% | +108.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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