+12.1%
NXT vs IRE
-97.5%
+109.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +12.1% | -11.3% | -0.6% |
| 7D | -5.7% | -15.1% | +9.4% | -5.3% |
| 30D | +18.5% | -71.4% | +89.9% | +32.1% |
| 3M | -4.1% | -81.2% | +77.1% | +10.2% |
| 6M | -20.3% | -93.7% | +73.4% | -1.9% |
| YTD | +15.5% | -92.2% | +107.7% | +24.1% |
| 1Y | -5.0% | -97.3% | +92.3% | +19.4% |
| All | +12.1% | -97.5% | +109.6% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling