+172.1%
NXT vs IFF
-11.7%
+183.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | -1.9% | -3.2% | +1.3% | -1.0% |
| 30D | -20.0% | -0.3% | -19.8% | -20.0% |
| 3M | -30.7% | +8.4% | -39.2% | -32.5% |
| 6M | -29.0% | +23.0% | -52.0% | -33.6% |
| YTD | -4.8% | +25.5% | -30.3% | -12.3% |
| 1Y | +22.8% | +29.1% | -6.3% | +11.7% |
| 3Y | +93.9% | +31.7% | +62.3% | +75.2% |
| All | +172.1% | -11.7% | +183.9% | +152.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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