+17.0%
NXT vs IRE
-97.2%
+114.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +39.6% | -34.2% | +0.8% |
| 7D | +32.2% | -27.2% | +59.4% | +33.6% |
| 30D | +21.9% | -75.1% | +97.0% | +38.2% |
| 3M | +6.6% | -77.9% | +84.4% | +20.1% |
| 6M | -16.8% | -94.6% | +77.8% | +4.0% |
| YTD | +20.4% | -91.5% | +112.0% | +28.5% |
| 1Y | -1.5% | -97.8% | +96.3% | +31.3% |
| All | +17.0% | -97.2% | +114.2% | +42.1% |
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 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