+212.0%
NXT vs IAG
+536.8%
-324.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.5% | +1.3% |
| 7D | -9.4% | -7.7% | -1.7% | -7.9% |
| 30D | +15.1% | +1.6% | +13.5% | +14.8% |
| 3M | -9.1% | -2.4% | -6.7% | -8.9% |
| 6M | -30.3% | -7.8% | -22.5% | -29.9% |
| YTD | +9.1% | +5.0% | +4.1% | +7.1% |
| 1Y | +7.9% | +25.7% | -17.8% | +3.6% |
| 3Y | +176.5% | +694.5% | -518.0% | +101.7% |
| All | +212.0% | +536.8% | -324.8% | +129.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling