+100.5%
NXT vs IRM
+101.2%
-0.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.4% |
| 7D | +2.9% | +1.6% | +1.2% | +2.1% |
| 30D | -17.2% | -4.2% | -13.1% | -15.6% |
| 3M | -32.0% | -5.4% | -26.6% | -30.5% |
| 6M | -15.8% | +12.0% | -27.8% | -19.7% |
| YTD | -1.9% | +42.0% | -44.0% | -15.9% |
| 1Y | +22.5% | +29.9% | -7.4% | +8.6% |
| 3Y | +100.5% | +104.4% | -3.8% | +7.2% |
| All | +100.5% | +101.2% | -0.7% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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