+155.2%
IOT vs NXT
+173.5%
-18.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.0% | -0.4% |
| 7D | -4.5% | -1.9% | -2.6% | -4.3% |
| 30D | -2.4% | -20.0% | +17.6% | +0.4% |
| 3M | +19.0% | -30.7% | +49.7% | +24.2% |
| 6M | +19.6% | -29.0% | +48.6% | +22.2% |
| YTD | +8.3% | -4.8% | +13.1% | +3.3% |
| 1Y | -0.8% | +22.8% | -23.6% | -10.8% |
| 3Y | +24.4% | +93.9% | -69.5% | -5.0% |
| All | +155.2% | +173.5% | -18.3% | +66.6% |
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 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