+170.4%
NXT vs IVZ
+97.6%
+72.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.2% |
| 7D | -0.2% | +1.2% | -1.4% | -0.9% |
| 30D | -20.0% | +1.8% | -21.7% | -20.8% |
| 3M | -30.9% | +15.7% | -46.7% | -35.8% |
| 6M | -23.8% | +36.3% | -60.2% | -34.3% |
| YTD | -5.4% | +24.9% | -30.4% | -15.5% |
| 1Y | +28.0% | +48.9% | -20.9% | +5.8% |
| 3Y | +93.3% | +136.8% | -43.5% | +18.1% |
| All | +170.4% | +97.6% | +72.8% | +77.3% |
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