+177.4%
NXT vs IAG
+652.9%
-475.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.6% |
| 7D | -1.1% | -0.5% | -0.6% | -1.1% |
| 30D | -15.3% | +28.9% | -44.2% | -19.6% |
| 3M | -43.8% | +19.1% | -62.9% | -45.9% |
| 6M | -18.7% | -10.3% | -8.4% | -18.9% |
| YTD | -3.0% | +24.2% | -27.2% | -7.7% |
| 1Y | +22.7% | +116.5% | -93.8% | +9.0% |
| 3Y | +95.9% | +742.8% | -646.9% | +39.1% |
| All | +177.4% | +652.9% | -475.5% | +98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling