+244.4%
NXT vs IWD
+72.3%
+172.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.4% | +5.7% | +5.9% |
| 7D | +32.2% | -0.5% | +32.7% | +33.8% |
| 30D | +21.9% | +2.7% | +19.3% | +17.6% |
| 3M | +6.6% | +0.9% | +5.7% | +5.8% |
| 6M | -16.8% | +10.5% | -27.3% | -27.6% |
| YTD | +20.4% | +23.7% | -3.3% | -10.0% |
| 1Y | -1.5% | +28.7% | -30.3% | -30.1% |
| 3Y | +182.4% | +79.7% | +102.7% | +17.2% |
| All | +244.4% | +72.3% | +172.1% | +52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling