+108.9%
IJR vs NTR
+97.9%
+11.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -2.2% | -1.3% | -0.9% | -1.7% |
| 30D | -4.6% | +16.8% | -21.4% | -9.8% |
| 3M | +0.2% | +20.7% | -20.5% | -6.7% |
| 6M | +14.7% | +0.5% | +14.2% | +12.9% |
| YTD | +18.9% | +29.2% | -10.3% | +5.8% |
| 1Y | +19.9% | +39.6% | -19.7% | +3.0% |
| 3Y | +53.0% | +37.9% | +15.2% | +28.9% |
| 5Y | +40.9% | +47.1% | -6.2% | +3.0% |
| All | +108.9% | +97.9% | +11.0% | +17.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling