+180.5%
NXT vs IBN
+45.8%
+134.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.7% | +2.2% |
| 7D | +2.9% | -2.2% | +5.1% | +3.7% |
| 30D | -17.2% | -2.3% | -15.0% | -16.6% |
| 3M | -32.0% | +15.9% | -47.9% | -36.7% |
| 6M | -15.8% | +5.6% | -21.3% | -18.4% |
| YTD | -1.9% | -0.1% | -1.8% | -3.0% |
| 1Y | +22.5% | -6.5% | +29.0% | +24.3% |
| 3Y | +100.5% | +29.3% | +71.2% | +65.2% |
| All | +180.5% | +45.8% | +134.8% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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