+167.1%
NXT vs IAG
+638.6%
-471.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.8% |
| 7D | -2.6% | -4.1% | +1.5% | -1.9% |
| 30D | -22.4% | +10.6% | -33.1% | -24.1% |
| 3M | -27.3% | +35.4% | -62.7% | -31.6% |
| 6M | -28.5% | -9.5% | -18.9% | -28.7% |
| YTD | -6.6% | +21.8% | -28.4% | -10.8% |
| 1Y | +20.4% | +84.1% | -63.8% | +8.9% |
| 3Y | +90.9% | +817.4% | -726.4% | +36.0% |
| All | +167.1% | +638.6% | -471.5% | +91.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling