+212.0%
NXT vs IVZ
+79.4%
+132.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.8% | +0.3% |
| 7D | -9.4% | +7.6% | -17.0% | -13.1% |
| 30D | +15.1% | +4.3% | +10.8% | +12.5% |
| 3M | -9.1% | -9.3% | +0.2% | -4.3% |
| 6M | -30.3% | +5.2% | -35.6% | -31.7% |
| YTD | +9.1% | +13.4% | -4.4% | +2.6% |
| 1Y | +7.9% | +25.4% | -17.5% | -3.0% |
| 3Y | +176.5% | +152.5% | +24.0% | +62.1% |
| All | +212.0% | +79.4% | +132.6% | +115.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 10y: compounded portfolio wealth divided by compounded IVZ 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…
10y analysis · Full analysis span regression · 6 months rolling