+40.7%
IJR vs NTNX
+61.9%
-21.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.3% | -1.0% |
| 7D | -2.8% | -0.5% | -2.3% | -2.7% |
| 30D | -6.1% | +1.6% | -7.7% | -6.4% |
| 3M | -1.4% | +37.3% | -38.7% | -6.0% |
| 6M | +16.3% | +72.3% | -56.0% | +6.5% |
| YTD | +18.1% | +31.0% | -12.9% | +12.4% |
| 1Y | +20.8% | -14.6% | +35.4% | +22.5% |
| 3Y | +50.3% | +89.6% | -39.3% | +30.4% |
| 5Y | +40.7% | +62.2% | -21.6% | +26.9% |
| All | +40.7% | +61.9% | -21.2% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 NTNX 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