+39.8%
IJR vs NSC
+42.7%
-2.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +1.0% |
| 7D | -2.2% | -2.8% | +0.6% | -0.8% |
| 30D | -4.6% | -4.5% | -0.1% | -2.5% |
| 3M | +0.2% | +3.5% | -3.3% | -1.9% |
| 6M | +14.7% | +8.5% | +6.2% | +9.2% |
| YTD | +18.9% | +12.3% | +6.5% | +11.0% |
| 1Y | +19.9% | +18.9% | +1.0% | +8.7% |
| 3Y | +53.0% | +74.1% | -21.1% | +11.5% |
| All | +39.8% | +42.7% | -2.9% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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