+22.5%
NXT vs IWD
+28.8%
-6.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +2.9% |
| 7D | +2.9% | -0.2% | +3.0% | +3.1% |
| 30D | -17.2% | -0.8% | -16.5% | -15.9% |
| 3M | -32.0% | +8.0% | -40.0% | -43.3% |
| 6M | -15.8% | +18.2% | -33.9% | -41.5% |
| YTD | -1.9% | +22.3% | -24.2% | -36.0% |
| 1Y | +22.5% | +28.9% | -6.4% | -24.1% |
| All | +22.5% | +28.8% | -6.3% | -24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling