+53.0%
IJR vs NTR
+36.8%
+16.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -2.2% | -1.3% | -0.9% | -2.0% |
| 30D | -4.6% | +16.8% | -21.4% | -7.2% |
| 3M | +0.2% | +20.7% | -20.5% | -3.3% |
| 6M | +14.7% | +0.5% | +14.2% | +14.3% |
| YTD | +18.9% | +29.2% | -10.3% | +10.7% |
| 1Y | +19.9% | +39.6% | -19.7% | +8.9% |
| 3Y | +53.0% | +37.9% | +15.2% | +37.1% |
| All | +53.0% | +36.8% | +16.3% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 3y: compounded portfolio wealth divided by compounded NTR 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…
3y analysis · Full analysis span regression · 6 months rolling