+61.8%
IWM vs NXT
+181.9%
-120.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.6% |
| 7D | +1.4% | +2.9% | -1.5% | +1.0% |
| 30D | -2.3% | -17.2% | +15.0% | +0.2% |
| 3M | +4.0% | -32.0% | +36.0% | +8.9% |
| 6M | +17.9% | -15.8% | +33.7% | +18.8% |
| YTD | +20.2% | -1.9% | +22.1% | +18.0% |
| 1Y | +25.0% | +22.5% | +2.5% | +18.4% |
| 3Y | +66.0% | +100.5% | -34.6% | +40.2% |
| All | +61.8% | +181.9% | -120.1% | +28.0% |
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 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