-4.1%
IWM vs NXT
-16.0%
+11.9%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.3% | -4.4% | +0.4% |
| 7D | -2.0% | +32.2% | -34.3% | -5.1% |
| 30D | -1.5% | +21.9% | -23.4% | -3.7% |
| 3M | -8.0% | +6.6% | -14.6% | -8.8% |
| 6M | -4.1% | -16.8% | +12.7% | -2.3% |
| All | -4.1% | -16.0% | +11.9% | -2.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling