+101.8%
IBM vs NXT
+171.8%
-70.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.6% | +7.0% | +3.6% |
| 7D | +3.6% | -0.2% | +3.8% | +3.6% |
| 30D | +1.5% | -20.0% | +21.5% | +2.6% |
| 3M | -12.9% | -30.9% | +18.0% | -11.6% |
| 6M | -3.9% | -23.8% | +19.9% | -3.3% |
| YTD | -17.3% | -5.4% | -11.9% | -18.3% |
| 1Y | -5.0% | +28.0% | -33.0% | -8.2% |
| 3Y | +78.2% | +93.3% | -15.1% | +64.3% |
| All | +101.8% | +171.8% | -70.0% | +83.2% |
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