+23.9%
IP vs NXT
+98.3%
-74.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +2.1% |
| 7D | -5.3% | -1.1% | -4.2% | -5.2% |
| 30D | -10.9% | -15.3% | +4.5% | -9.3% |
| 3M | +11.2% | -43.8% | +55.0% | +17.3% |
| 6M | -10.2% | -18.7% | +8.4% | -9.5% |
| YTD | -2.0% | -3.0% | +1.0% | -3.5% |
| 1Y | -19.1% | +22.7% | -41.8% | -22.8% |
| All | +23.9% | +98.3% | -74.3% | +8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling