+177.4%
NXT vs IBN
+49.6%
+127.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.5% |
| 7D | -1.1% | +1.4% | -2.5% | -1.7% |
| 30D | -15.3% | -0.3% | -15.0% | -15.4% |
| 3M | -43.8% | +17.1% | -60.9% | -47.8% |
| 6M | -18.7% | +3.4% | -22.1% | -20.5% |
| YTD | -3.0% | +2.5% | -5.5% | -5.0% |
| 1Y | +22.7% | -4.2% | +26.9% | +23.3% |
| 3Y | +95.9% | +32.4% | +63.5% | +59.9% |
| All | +177.4% | +49.6% | +127.9% | +103.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling