+959.4%
IJR vs NDAQ
+2,327.9%
-1,368.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.2% | +1.0% |
| 7D | -0.2% | -2.4% | +2.3% | +0.6% |
| 30D | -2.4% | +2.5% | -4.9% | -3.2% |
| 3M | +3.9% | +9.9% | -6.0% | +0.4% |
| 6M | +12.4% | +9.4% | +3.0% | +8.3% |
| YTD | +21.5% | +0.4% | +21.1% | +20.0% |
| 1Y | +24.0% | +4.0% | +19.9% | +20.8% |
| 3Y | +49.7% | +94.4% | -44.7% | +19.0% |
| 5Y | +39.7% | +56.7% | -17.0% | +17.9% |
| 10Y | +169.0% | +375.3% | -206.3% | +61.8% |
| All | +959.4% | +2,327.9% | -1,368.4% | +346.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling