+84.9%
IJR vs NIO
-36.7%
+121.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +1.9% | +0.5% |
| 7D | -0.2% | -13.0% | +12.9% | +1.0% |
| 30D | -2.4% | -18.3% | +15.9% | -0.7% |
| 3M | +3.9% | -33.2% | +37.2% | +7.5% |
| 6M | +12.4% | -21.5% | +33.9% | +14.0% |
| YTD | +21.5% | -25.5% | +47.0% | +23.6% |
| 1Y | +24.0% | -38.0% | +62.0% | +27.7% |
| 3Y | +49.7% | -65.5% | +115.2% | +56.4% |
| 5Y | +39.7% | -90.6% | +130.3% | +54.6% |
| All | +84.9% | -36.7% | +121.6% | +67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling