+177.4%
NXT vs IVZ
+103.6%
+73.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.6% |
| 7D | -1.1% | +0.6% | -1.7% | -1.5% |
| 30D | -15.3% | +4.0% | -19.3% | -17.1% |
| 3M | -43.8% | +18.2% | -62.0% | -48.3% |
| 6M | -18.7% | +32.8% | -51.5% | -29.2% |
| YTD | -3.0% | +28.7% | -31.7% | -14.7% |
| 1Y | +22.7% | +55.4% | -32.6% | -0.8% |
| 3Y | +95.9% | +135.2% | -39.3% | +20.0% |
| All | +177.4% | +103.6% | +73.8% | +79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling