+170.4%
NXT vs IFF
-11.0%
+181.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -3.2% |
| 7D | -0.2% | -3.0% | +2.8% | +0.7% |
| 30D | -20.0% | -0.9% | -19.0% | -19.8% |
| 3M | -30.9% | +11.8% | -42.8% | -33.3% |
| 6M | -23.8% | +16.5% | -40.4% | -27.8% |
| YTD | -5.4% | +26.5% | -32.0% | -13.1% |
| 1Y | +28.0% | +32.7% | -4.7% | +15.4% |
| 3Y | +93.3% | +32.0% | +61.3% | +74.4% |
| All | +170.4% | -11.0% | +181.4% | +150.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling