+6.9%
NXT vs IRE
-97.6%
+104.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -23.2% | +34.4% | +13.7% |
| 7D | +30.0% | -46.8% | +76.8% | +37.6% |
| 30D | +28.6% | -75.5% | +104.1% | +47.4% |
| 3M | +8.4% | -79.4% | +87.8% | +24.4% |
| 6M | -8.7% | -91.3% | +82.5% | +8.4% |
| YTD | +22.5% | -90.8% | +113.3% | +31.3% |
| 1Y | +6.9% | -97.7% | +104.6% | +34.3% |
| All | +6.9% | -97.6% | +104.5% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling