+61.1%
IJR vs NIO
-60.1%
+121.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.9% | +0.4% |
| 7D | +2.2% | -14.5% | +16.6% | +3.5% |
| 30D | +3.8% | -15.0% | +18.8% | +5.2% |
| 3M | -5.7% | -35.6% | +29.8% | -2.3% |
| 6M | +4.6% | -55.7% | +60.3% | +11.7% |
| YTD | +18.0% | -43.1% | +61.1% | +22.6% |
| 1Y | +21.8% | -53.5% | +75.3% | +28.7% |
| 3Y | +61.1% | -59.8% | +120.9% | +67.4% |
| All | +61.1% | -60.1% | +121.2% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 3y: compounded portfolio wealth divided by compounded NIO 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…
3y analysis · Full analysis span regression · 6 months rolling