+76.8%
NTNX vs IAG
+367.2%
-290.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -2.1% |
| 7D | -3.9% | -4.1% | +0.2% | -3.6% |
| 30D | +1.7% | +10.6% | -8.9% | +0.9% |
| 3M | +31.7% | +35.4% | -3.6% | +28.3% |
| 6M | +69.4% | -9.5% | +78.9% | +69.4% |
| YTD | +26.6% | +21.8% | +4.7% | +22.8% |
| 1Y | -15.2% | +84.1% | -99.3% | -21.0% |
| 3Y | +80.9% | +817.4% | -736.4% | +43.8% |
| 5Y | +53.3% | +830.1% | -776.8% | +17.6% |
| All | +76.8% | +367.2% | -290.4% | +42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling