+6.0%
IP vs NXT
+228.5%
-222.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.7% | +2.7% | -3.2% |
| 7D | -5.0% | +24.7% | -29.7% | -7.4% |
| 30D | +6.5% | +13.0% | -6.5% | +4.8% |
| 3M | -18.0% | -0.2% | -17.8% | -18.4% |
| 6M | +10.3% | -19.3% | +29.6% | +11.4% |
| YTD | -9.9% | +14.3% | -24.2% | -13.2% |
| 1Y | -1.1% | -11.0% | +9.9% | -2.2% |
| 3Y | +13.0% | +167.8% | -154.8% | -7.5% |
| All | +6.0% | +228.5% | -222.5% | -17.0% |
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 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