+6.6%
IP vs NXT
+213.5%
-206.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.3% |
| 7D | -0.3% | -9.4% | +9.1% | +0.8% |
| 30D | +7.9% | +15.1% | -7.2% | +6.0% |
| 3M | -15.3% | -9.1% | -6.2% | -14.8% |
| 6M | +10.5% | -30.3% | +40.8% | +13.5% |
| YTD | -9.4% | +9.1% | -18.5% | -12.3% |
| 1Y | -4.6% | +7.9% | -12.5% | -7.6% |
| 3Y | +21.2% | +176.5% | -155.3% | -1.3% |
| All | +6.6% | +213.5% | -206.9% | -16.1% |
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