-5.8%
NXT vs IRE
-84.4%
+78.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +14.0% | -12.8% | -0.4% |
| 7D | -1.1% | +54.8% | -55.9% | -6.4% |
| 30D | -15.3% | +18.4% | -33.7% | -18.2% |
| 3M | -43.8% | -66.7% | +22.9% | -39.5% |
| 6M | -18.7% | -52.3% | +33.7% | -20.6% |
| YTD | -3.0% | -52.3% | +49.3% | -11.8% |
| All | -5.8% | -84.4% | +78.6% | -2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling