+53.3%
IWM vs NXT
+208.8%
-155.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.9% | +5.3% | -0.7% |
| 7D | +2.8% | -6.0% | +8.8% | +3.6% |
| 30D | +0.6% | +5.4% | -4.8% | -0.4% |
| 3M | -7.8% | -9.7% | +1.9% | -7.0% |
| 6M | -1.0% | -25.3% | +24.4% | +1.5% |
| YTD | +13.9% | +7.5% | +6.4% | +9.9% |
| 1Y | +15.4% | -3.0% | +18.5% | +12.8% |
| 3Y | +70.2% | +171.4% | -101.2% | +37.4% |
| All | +53.3% | +208.8% | -155.5% | +19.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling