+63.6%
IJR vs NVDX
+772.1%
-708.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -2.2% | -10.2% | +8.0% | -1.4% |
| 30D | -4.6% | -7.3% | +2.7% | -4.2% |
| 3M | +0.2% | +5.5% | -5.3% | -0.7% |
| 6M | +14.7% | +18.3% | -3.6% | +12.0% |
| YTD | +18.9% | +11.4% | +7.4% | +16.2% |
| 1Y | +19.9% | +12.7% | +7.3% | +16.5% |
| All | +63.6% | +772.1% | -708.5% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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