+1,131.0%
IJR vs NVMI
+3,289.7%
-2,158.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.0% | +0.4% |
| 7D | -2.2% | -0.1% | -2.1% | -2.2% |
| 30D | -4.6% | -8.4% | +3.8% | -3.7% |
| 3M | +0.2% | -33.6% | +33.8% | +4.4% |
| 6M | +14.7% | -14.7% | +29.4% | +15.7% |
| YTD | +18.9% | +13.2% | +5.6% | +15.8% |
| 1Y | +19.9% | +29.0% | -9.1% | +14.8% |
| 3Y | +53.0% | +215.0% | -162.0% | +30.2% |
| 5Y | +40.9% | +268.6% | -227.7% | +16.8% |
| 10Y | +171.1% | +3,124.7% | -2,953.6% | +83.8% |
| All | +1,131.0% | +3,289.7% | -2,158.7% | +595.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling