+1,135.5%
IJR vs NTAP
+312.1%
+823.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.6% |
| 7D | -1.1% | +2.2% | -3.3% | -1.6% |
| 30D | -3.6% | -7.0% | +3.4% | -2.1% |
| 3M | +2.3% | +12.3% | -10.0% | -0.8% |
| 6M | +14.3% | +85.1% | -70.8% | -2.3% |
| YTD | +19.3% | +74.8% | -55.5% | +3.0% |
| 1Y | +22.6% | +52.7% | -30.1% | +9.2% |
| 3Y | +53.5% | +147.7% | -94.1% | +20.4% |
| 5Y | +39.9% | +124.8% | -84.9% | +11.5% |
| 10Y | +172.1% | +589.7% | -417.7% | +66.3% |
| All | +1,135.5% | +312.1% | +823.3% | +497.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling