+223.9%
NXPI vs IYR
+69.7%
+154.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.8% | +3.7% | +3.8% |
| 7D | +3.9% | -1.4% | +5.2% | +5.1% |
| 30D | +1.4% | -2.7% | +4.0% | +3.7% |
| 3M | -21.5% | -2.1% | -19.4% | -20.8% |
| 6M | +19.4% | +3.6% | +15.8% | +14.3% |
| YTD | +9.9% | +8.1% | +1.8% | +1.3% |
| 1Y | +7.9% | +4.7% | +3.2% | +2.3% |
| 3Y | +22.7% | +29.1% | -6.4% | -4.0% |
| 5Y | +22.1% | +6.9% | +15.1% | +13.4% |
| All | +223.9% | +69.7% | +154.2% | +121.8% |
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