+1,135.5%
IJR vs NOC
+2,506.4%
-1,370.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -1.1% | -1.6% | +0.5% | -0.5% |
| 30D | -3.6% | -10.4% | +6.8% | +0.3% |
| 3M | +2.3% | -5.6% | +7.9% | +4.0% |
| 6M | +14.3% | -30.4% | +44.7% | +30.1% |
| YTD | +19.3% | -8.5% | +27.8% | +21.3% |
| 1Y | +22.6% | -8.3% | +30.9% | +24.3% |
| 3Y | +53.5% | +28.2% | +25.3% | +31.9% |
| 5Y | +39.9% | +56.7% | -16.8% | +6.6% |
| 10Y | +172.1% | +189.3% | -17.3% | +52.9% |
| All | +1,135.5% | +2,506.4% | -1,370.9% | +220.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling