+168.1%
IJR vs NVMI
+3,158.6%
-2,990.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.0% | +0.1% |
| 7D | -2.2% | -0.1% | -2.1% | -2.2% |
| 30D | -4.6% | -8.4% | +3.8% | -2.6% |
| 3M | +0.2% | -33.6% | +33.8% | +9.9% |
| 6M | +14.7% | -14.7% | +29.4% | +16.1% |
| YTD | +18.9% | +13.2% | +5.6% | +10.3% |
| 1Y | +19.9% | +29.0% | -9.1% | +6.4% |
| 3Y | +53.0% | +215.0% | -162.0% | -4.0% |
| 5Y | +40.9% | +268.6% | -227.7% | -19.3% |
| All | +168.1% | +3,158.6% | -2,990.6% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 10y: compounded portfolio wealth divided by compounded NVMI 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…
10y analysis · Full analysis span regression · 6 months rolling