+192.7%
NXT vs IAG
+696.0%
-503.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.3% |
| 7D | -5.7% | +3.4% | -9.2% | -6.5% |
| 30D | +18.5% | -2.7% | +21.2% | +19.1% |
| 3M | -4.1% | -0.5% | -3.6% | -4.4% |
| 6M | -20.3% | -4.8% | -15.5% | -20.5% |
| YTD | +15.5% | +9.6% | +5.9% | +11.7% |
| 1Y | -5.0% | +32.2% | -37.1% | -10.6% |
| All | +192.7% | +696.0% | -503.4% | +74.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling