+6.9%
IP vs NXT
+246.1%
-239.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.3% | -4.5% | +0.3% |
| 7D | -5.1% | +32.2% | -37.3% | -8.1% |
| 30D | +8.5% | +21.9% | -13.4% | +5.9% |
| 3M | -13.8% | +6.6% | -20.4% | -14.8% |
| 6M | +5.7% | -16.8% | +22.5% | +6.4% |
| YTD | -9.1% | +20.4% | -29.5% | -13.0% |
| 1Y | -0.8% | -1.5% | +0.7% | -3.1% |
| 3Y | +14.8% | +182.4% | -167.6% | -6.6% |
| All | +6.9% | +246.1% | -239.2% | -16.8% |
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