+177.4%
NXT vs IWD
+71.8%
+105.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +2.2% |
| 7D | -1.1% | -0.3% | -0.8% | -0.7% |
| 30D | -15.3% | +0.6% | -15.9% | -16.1% |
| 3M | -43.8% | +7.2% | -51.0% | -49.2% |
| 6M | -18.7% | +16.2% | -34.9% | -34.3% |
| YTD | -3.0% | +23.3% | -26.3% | -27.6% |
| 1Y | +22.7% | +29.6% | -6.8% | -13.9% |
| 3Y | +95.9% | +70.5% | +25.5% | -13.0% |
| All | +177.4% | +71.8% | +105.6% | +22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling