+180.5%
NXT vs IAG
+639.3%
-458.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.5% |
| 7D | +2.9% | +4.3% | -1.4% | +2.0% |
| 30D | -17.2% | +9.8% | -27.0% | -18.9% |
| 3M | -32.0% | +28.9% | -60.9% | -35.4% |
| 6M | -15.8% | -7.6% | -8.2% | -16.2% |
| YTD | -1.9% | +22.0% | -23.9% | -6.4% |
| 1Y | +22.5% | +99.5% | -77.0% | +9.9% |
| 3Y | +100.5% | +818.3% | -717.7% | +42.8% |
| All | +180.5% | +639.3% | -458.8% | +100.9% |
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