+84.5%
IEMG vs NXT
+181.9%
-97.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.1% | -0.1% |
| 7D | +2.8% | +2.9% | -0.1% | +2.4% |
| 30D | +4.6% | -17.2% | +21.9% | +6.9% |
| 3M | +5.5% | -32.0% | +37.5% | +9.9% |
| 6M | +19.7% | -15.8% | +35.4% | +21.5% |
| YTD | +25.5% | -1.9% | +27.4% | +25.4% |
| 1Y | +35.5% | +22.5% | +13.0% | +32.3% |
| 3Y | +88.0% | +100.5% | -12.6% | +70.6% |
| All | +84.5% | +181.9% | -97.4% | +62.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling