+5.6%
IYR vs NXT
+26.5%
-20.8%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.9% |
| 7D | -2.8% | -2.6% | -0.3% | -2.8% |
| 30D | -2.5% | -22.4% | +19.9% | -2.7% |
| 3M | -3.0% | -27.3% | +24.4% | -3.1% |
| 6M | +1.6% | -28.5% | +30.1% | +1.2% |
| YTD | +7.3% | -6.6% | +13.9% | +6.1% |
| 1Y | +5.6% | +20.4% | -14.7% | +7.7% |
| All | +5.6% | +26.5% | -20.8% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling