+227.7%
NXT vs IVZ
+77.8%
+150.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.1% | -4.7% | -4.8% |
| 7D | +4.0% | +2.2% | +1.8% | +2.8% |
| 30D | +15.9% | -2.2% | +18.1% | +17.3% |
| 3M | -3.0% | -8.4% | +5.4% | +1.6% |
| 6M | -20.7% | +6.2% | -26.9% | -22.7% |
| YTD | +14.6% | +12.4% | +2.2% | +8.3% |
| 1Y | -7.1% | +26.0% | -33.1% | -16.7% |
| 3Y | +189.4% | +147.9% | +41.6% | +71.5% |
| All | +227.7% | +77.8% | +150.0% | +127.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling