+168.1%
IJR vs NTAP
+650.8%
-482.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.5% | -8.0% | -2.5% |
| 7D | -2.2% | +7.4% | -9.5% | -4.8% |
| 30D | -4.6% | -1.4% | -3.2% | -4.4% |
| 3M | +0.2% | +24.6% | -24.3% | -8.2% |
| 6M | +14.7% | +105.9% | -91.2% | -15.2% |
| YTD | +18.9% | +88.5% | -69.7% | -9.6% |
| 1Y | +19.9% | +62.1% | -42.2% | -3.4% |
| 3Y | +53.0% | +169.1% | -116.0% | -3.7% |
| 5Y | +40.9% | +141.9% | -101.0% | -9.2% |
| All | +168.1% | +650.8% | -482.7% | +8.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling