+107.2%
IBM vs NXT
+208.8%
-101.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.9% | +5.5% | -1.1% |
| 7D | -0.3% | -6.0% | +5.7% | 0.0% |
| 30D | +6.8% | +5.4% | +1.3% | +6.4% |
| 3M | +4.4% | -9.7% | +14.1% | +4.7% |
| 6M | +13.2% | -25.3% | +38.5% | +14.5% |
| YTD | -15.1% | +7.5% | -22.6% | -16.8% |
| 1Y | -20.2% | -3.0% | -17.2% | -21.2% |
| 3Y | +79.3% | +171.4% | -92.1% | +62.1% |
| All | +107.2% | +208.8% | -101.7% | +86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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