+24.2%
IJR vs NVT
+3.0%
+21.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -12.7% | +14.1% | +2.9% |
| 7D | +2.3% | -19.5% | +21.8% | +4.9% |
| 30D | +2.8% | -32.4% | +35.2% | +8.1% |
| 3M | -4.6% | -30.3% | +25.7% | -0.4% |
| 6M | +5.7% | -30.4% | +36.1% | +9.6% |
| YTD | +19.9% | +11.3% | +8.6% | +11.4% |
| 1Y | +24.2% | +3.6% | +20.6% | +18.2% |
| All | +24.2% | +3.0% | +21.2% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 1y: compounded portfolio wealth divided by compounded NVT 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…
1y analysis · Full analysis span regression · 6 months rolling