+230.2%
NXT vs IWD
+76.5%
+153.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.1% |
| 7D | -5.7% | -0.6% | -5.2% | -4.8% |
| 30D | +18.5% | +3.6% | +14.9% | +12.6% |
| 3M | -4.1% | +2.7% | -6.7% | -7.4% |
| 6M | -20.3% | +13.2% | -33.5% | -33.3% |
| YTD | +15.5% | +26.8% | -11.3% | -16.9% |
| 1Y | -5.0% | +29.3% | -34.2% | -33.2% |
| 3Y | +191.6% | +85.1% | +106.5% | +15.5% |
| All | +230.2% | +76.5% | +153.7% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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