+55.2%
IJR vs NIO
-62.3%
+117.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.7% |
| 7D | +0.9% | -6.7% | +7.6% | +1.5% |
| 30D | -3.1% | -20.0% | +16.9% | -1.3% |
| 3M | +4.4% | -30.5% | +34.9% | +7.6% |
| 6M | +16.1% | -20.7% | +36.8% | +17.6% |
| YTD | +20.6% | -25.7% | +46.3% | +22.7% |
| 1Y | +22.9% | -38.6% | +61.4% | +26.7% |
| 3Y | +55.2% | -62.3% | +117.5% | +61.6% |
| All | +55.2% | -62.3% | +117.5% | +61.6% |
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