+5.9%
NXT vs IRE
-98.1%
+104.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -14.4% | +15.9% | +3.2% |
| 7D | -9.4% | -31.8% | +22.4% | -5.6% |
| 30D | +15.1% | -71.8% | +86.9% | +28.4% |
| 3M | -9.1% | -88.9% | +79.8% | +11.2% |
| 6M | -30.3% | -95.4% | +65.0% | -11.2% |
| YTD | +9.1% | -94.2% | +103.3% | +21.2% |
| 1Y | +7.9% | -97.1% | +105.0% | +29.6% |
| All | +5.9% | -98.1% | +104.1% | +34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling