+157.0%
IOT vs NXT
+171.8%
-14.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.6% | -0.1% | -3.2% |
| 7D | +5.1% | -0.2% | +5.3% | +5.1% |
| 30D | -3.0% | -20.0% | +16.9% | -0.2% |
| 3M | +15.0% | -30.9% | +45.9% | +20.0% |
| 6M | +13.1% | -23.8% | +37.0% | +14.1% |
| YTD | +9.0% | -5.4% | +14.5% | +4.1% |
| 1Y | +0.1% | +28.0% | -27.9% | -10.7% |
| 3Y | +26.4% | +93.3% | -66.9% | -3.5% |
| All | +157.0% | +171.8% | -14.8% | +68.0% |
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 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