+167.1%
NXT vs IVZ
+96.6%
+70.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -2.6% | -2.4% | -0.2% | -1.3% |
| 30D | -22.4% | +2.5% | -24.9% | -23.5% |
| 3M | -27.3% | +17.1% | -44.4% | -32.9% |
| 6M | -28.5% | +35.1% | -63.6% | -38.1% |
| YTD | -6.6% | +24.3% | -30.9% | -16.4% |
| 1Y | +20.4% | +48.7% | -28.3% | -0.5% |
| 3Y | +90.9% | +135.6% | -44.7% | +16.9% |
| All | +167.1% | +96.6% | +70.5% | +75.6% |
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