-16.8%
NXT vs IWD
+10.9%
-27.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.4% | +5.7% | +6.2% |
| 7D | +32.2% | -0.5% | +32.7% | +34.4% |
| 30D | +21.9% | +2.7% | +19.3% | +15.1% |
| 3M | +6.6% | +0.9% | +5.7% | +4.6% |
| 6M | -16.8% | +10.5% | -27.3% | -35.0% |
| All | -16.8% | +10.9% | -27.7% | -35.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling