+40.1%
IJR vs NDAQ
+48.4%
-8.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.5% | +0.1% |
| 7D | -2.3% | -6.8% | +4.5% | +0.6% |
| 30D | -4.7% | -3.2% | -1.5% | -3.5% |
| 3M | +2.1% | +6.5% | -4.3% | -1.3% |
| 6M | +13.9% | +5.7% | +8.1% | +9.8% |
| YTD | +18.2% | -4.6% | +22.9% | +19.2% |
| 1Y | +21.8% | -1.6% | +23.4% | +20.6% |
| 3Y | +52.2% | +86.4% | -34.3% | +7.9% |
| 5Y | +40.1% | +50.3% | -10.2% | +4.3% |
| All | +40.1% | +48.4% | -8.2% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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