+10.6%
IYR vs NXT
-0.4%
+11.1%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | +0.1% |
| 7D | +0.6% | -9.4% | +10.0% | +0.7% |
| 30D | +6.6% | +15.1% | -8.5% | +6.6% |
| 3M | -1.8% | -9.1% | +7.3% | -2.0% |
| 6M | +1.4% | -30.3% | +31.8% | +1.5% |
| YTD | +10.5% | +9.1% | +1.4% | +8.2% |
| 1Y | +10.6% | +7.9% | +2.8% | +8.3% |
| All | +10.6% | -0.4% | +11.1% | +8.3% |
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 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