+22.1%
IJR vs NTRS
+42.7%
-20.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.8% | +0.3% |
| 7D | +2.3% | +3.6% | -1.3% | +1.1% |
| 30D | +2.8% | +4.3% | -1.5% | +1.3% |
| 3M | -4.6% | -1.9% | -2.7% | -4.2% |
| 6M | +5.7% | +11.4% | -5.8% | +1.0% |
| YTD | +19.9% | +32.3% | -12.4% | +3.7% |
| All | +22.1% | +42.7% | -20.6% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling