+21.2%
IP vs NXT
+195.6%
-174.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.8% | +3.7% | -0.6% |
| 7D | 0.0% | +4.0% | -3.9% | -0.4% |
| 30D | +9.4% | +15.9% | -6.6% | +7.4% |
| 3M | -14.1% | -3.0% | -11.1% | -14.2% |
| 6M | +9.2% | -20.7% | +29.9% | +10.4% |
| YTD | -7.5% | +14.6% | -22.1% | -10.8% |
| 1Y | -2.8% | -7.1% | +4.3% | -4.3% |
| 3Y | +21.2% | +189.4% | -168.2% | -3.6% |
| All | +21.2% | +195.6% | -174.3% | -3.6% |
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 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