+53.0%
IJR vs NOC
+28.9%
+24.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -2.2% | +0.8% | -2.9% | -2.2% |
| 30D | -4.6% | -9.7% | +5.1% | -4.0% |
| 3M | +0.2% | -5.6% | +5.9% | +0.6% |
| 6M | +14.7% | -28.6% | +43.3% | +17.7% |
| YTD | +18.9% | -7.9% | +26.7% | +19.0% |
| 1Y | +19.9% | -9.5% | +29.5% | +20.3% |
| 3Y | +53.0% | +28.4% | +24.7% | +47.1% |
| All | +53.0% | +28.9% | +24.1% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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