+16.3%
NXPI vs IYR
+29.8%
-13.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.7% | -1.7% |
| 7D | +0.7% | -0.4% | +1.1% | +0.9% |
| 30D | -6.6% | -2.5% | -4.1% | -4.8% |
| 3M | -25.4% | +1.5% | -26.9% | -27.1% |
| 6M | +11.9% | +3.9% | +8.1% | +6.8% |
| YTD | +4.0% | +9.5% | -5.5% | -5.3% |
| 1Y | +1.0% | +7.5% | -6.4% | -6.5% |
| 3Y | +16.3% | +30.8% | -14.5% | -11.6% |
| All | +16.3% | +29.8% | -13.4% | -11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling