+62.5%
IWM vs NXT
+178.8%
-116.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.1% |
| 7D | +0.1% | -1.1% | +1.2% | +0.2% |
| 30D | -1.3% | -15.3% | +14.1% | +0.9% |
| 3M | +1.6% | -43.8% | +45.4% | +9.1% |
| 6M | +13.6% | -18.7% | +32.2% | +15.0% |
| YTD | +20.8% | -3.0% | +23.7% | +18.7% |
| 1Y | +26.4% | +22.7% | +3.7% | +19.7% |
| 3Y | +60.7% | +95.9% | -35.2% | +36.2% |
| All | +62.5% | +178.8% | -116.3% | +28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling