+1,124.6%
IJR vs NVS
+859.1%
+265.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.3% | -15.7% | +13.4% | +4.9% |
| 30D | -4.7% | -11.1% | +6.4% | -0.4% |
| 3M | +2.1% | -7.2% | +9.3% | +4.2% |
| 6M | +13.9% | -12.3% | +26.2% | +19.1% |
| YTD | +18.2% | +2.8% | +15.5% | +14.5% |
| 1Y | +21.8% | +11.9% | +9.9% | +13.0% |
| 3Y | +52.2% | +55.1% | -2.9% | +18.7% |
| 5Y | +40.1% | +94.1% | -53.9% | -3.5% |
| 10Y | +169.7% | +181.2% | -11.6% | +53.0% |
| All | +1,124.6% | +859.1% | +265.4% | +318.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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