+24.2%
IJR vs NTAP
+66.6%
-42.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +3.0% | +1.5% |
| 7D | +2.3% | -16.1% | +18.4% | +3.9% |
| 30D | +2.8% | -15.9% | +18.8% | +4.4% |
| 3M | -4.6% | -1.2% | -3.4% | -4.8% |
| 6M | +5.7% | +70.1% | -64.4% | -4.3% |
| YTD | +19.9% | +77.9% | -58.0% | +7.1% |
| 1Y | +24.2% | +68.1% | -44.0% | +13.7% |
| All | +24.2% | +66.6% | -42.4% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 1y: compounded portfolio wealth divided by compounded NTAP 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…
1y analysis · Full analysis span regression · 6 months rolling