+170.4%
NXT vs IAG
+655.1%
-484.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.1% | -5.7% | -4.0% |
| 7D | -0.2% | +1.7% | -1.9% | -0.6% |
| 30D | -20.0% | +11.4% | -31.4% | -21.8% |
| 3M | -30.9% | +33.0% | -64.0% | -34.8% |
| 6M | -23.8% | -6.0% | -17.8% | -24.5% |
| YTD | -5.4% | +24.6% | -30.0% | -10.1% |
| 1Y | +28.0% | +105.0% | -76.9% | +14.3% |
| 3Y | +93.3% | +837.9% | -744.6% | +37.1% |
| All | +170.4% | +655.1% | -484.7% | +92.8% |
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