+82.0%
IEMG vs NXT
+173.5%
-91.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +1.0% |
| 7D | -1.3% | -1.9% | +0.6% | -1.1% |
| 30D | +1.9% | -20.0% | +22.0% | +4.5% |
| 3M | +1.4% | -30.7% | +32.2% | +5.5% |
| 6M | +15.2% | -29.0% | +44.1% | +18.8% |
| YTD | +23.8% | -4.8% | +28.7% | +24.1% |
| 1Y | +30.7% | +22.8% | +7.9% | +27.7% |
| 3Y | +83.3% | +93.9% | -10.7% | +67.0% |
| All | +82.0% | +173.5% | -91.4% | +61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling