+78.2%
NTNX vs IAG
+371.2%
-293.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.7% |
| 7D | -3.1% | -1.1% | -2.1% | -3.1% |
| 30D | +2.0% | +12.1% | -10.2% | +1.0% |
| 3M | +34.0% | +25.5% | +8.4% | +31.3% |
| 6M | +72.4% | -7.1% | +79.5% | +72.0% |
| YTD | +27.5% | +22.9% | +4.7% | +23.7% |
| 1Y | -18.7% | +83.3% | -102.1% | -24.3% |
| 3Y | +80.8% | +808.5% | -727.8% | +43.8% |
| 5Y | +54.5% | +838.0% | -783.5% | +18.4% |
| All | +78.2% | +371.2% | -293.0% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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