+1,131.0%
IJR vs NTRS
+421.4%
+709.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | 0.0% |
| 7D | -2.2% | +1.4% | -3.5% | -2.8% |
| 30D | -4.6% | -0.7% | -3.9% | -4.4% |
| 3M | +0.2% | +11.3% | -11.1% | -5.1% |
| 6M | +14.7% | +35.5% | -20.8% | -1.7% |
| YTD | +18.9% | +40.6% | -21.7% | -0.3% |
| 1Y | +19.9% | +49.2% | -29.3% | -2.4% |
| 3Y | +53.0% | +167.2% | -114.2% | -7.6% |
| 5Y | +40.9% | +94.9% | -54.1% | -3.8% |
| 10Y | +171.1% | +259.5% | -88.4% | +33.6% |
| All | +1,131.0% | +421.4% | +709.7% | +308.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling