+1,124.6%
IJR vs NSC
+3,132.7%
-2,008.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.3% | -1.4% | -0.9% | -1.7% |
| 30D | -4.7% | -3.4% | -1.3% | -3.3% |
| 3M | +2.1% | +5.1% | -2.9% | -0.4% |
| 6M | +13.9% | +9.2% | +4.7% | +8.6% |
| YTD | +18.2% | +13.4% | +4.8% | +10.8% |
| 1Y | +21.8% | +20.8% | +1.0% | +10.9% |
| 3Y | +52.2% | +76.1% | -23.9% | +15.0% |
| 5Y | +40.1% | +45.3% | -5.2% | +14.2% |
| 10Y | +169.7% | +335.7% | -166.1% | +34.1% |
| All | +1,124.6% | +3,132.7% | -2,008.1% | +200.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling