+40.1%
IJR vs NIO
-90.7%
+130.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.4% | -0.5% |
| 7D | -2.3% | -7.3% | +4.9% | -1.5% |
| 30D | -4.7% | -22.5% | +17.8% | -2.0% |
| 3M | +2.1% | -30.9% | +33.0% | +6.3% |
| 6M | +13.9% | -37.2% | +51.1% | +19.2% |
| YTD | +18.2% | -29.8% | +48.0% | +21.7% |
| 1Y | +21.8% | -37.4% | +59.2% | +26.4% |
| 3Y | +52.2% | -64.3% | +116.5% | +61.3% |
| 5Y | +40.1% | -90.6% | +130.7% | +65.1% |
| All | +40.1% | -90.7% | +130.8% | +65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling