+2,076.7%
NXPI vs IYR
+234.9%
+1,841.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.2% |
| 7D | +9.4% | -0.1% | +9.5% | +9.5% |
| 30D | +18.1% | +5.7% | +12.4% | +12.0% |
| 3M | +15.0% | -0.6% | +15.6% | +15.6% |
| 6M | -8.4% | +0.5% | -9.0% | -9.9% |
| YTD | +24.8% | +10.4% | +14.3% | +11.7% |
| 1Y | +33.3% | +9.2% | +24.1% | +20.6% |
| 3Y | +51.0% | +40.5% | +10.5% | +5.8% |
| 5Y | +34.5% | +5.9% | +28.6% | +24.8% |
| 10Y | +211.8% | +86.5% | +125.3% | +55.4% |
| All | +2,076.7% | +234.9% | +1,841.7% | +399.0% |
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