+39.8%
IJR vs NI
+96.9%
-57.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | -4.6% | -1.4% | -3.2% | -4.1% |
| 3M | +0.2% | -10.6% | +10.8% | +4.7% |
| 6M | +14.7% | -9.3% | +24.0% | +18.8% |
| YTD | +18.9% | +1.1% | +17.7% | +17.4% |
| 1Y | +19.9% | +3.4% | +16.6% | +17.2% |
| 3Y | +53.0% | +67.9% | -14.9% | +19.0% |
| All | +39.8% | +96.9% | -57.1% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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