+1,747.1%
NXPI vs IYR
+232.5%
+1,514.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +2.0% |
| 7D | +1.9% | -1.2% | +3.2% | +3.1% |
| 30D | -1.4% | -2.9% | +1.4% | +1.2% |
| 3M | -29.1% | +0.8% | -29.9% | -30.5% |
| 6M | +6.2% | +1.9% | +4.4% | +3.0% |
| YTD | +5.9% | +9.6% | -3.8% | -4.6% |
| 1Y | +2.9% | +8.1% | -5.2% | -6.0% |
| 3Y | +14.5% | +29.2% | -14.7% | -13.0% |
| 5Y | +17.1% | +4.3% | +12.8% | +10.1% |
| 10Y | +193.4% | +64.7% | +128.7% | +67.5% |
| All | +1,747.1% | +232.5% | +1,514.6% | +326.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling