+104.9%
IJR vs NVT
+731.8%
-626.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.6% | -4.1% | -1.4% |
| 7D | -2.2% | +4.1% | -6.2% | -3.9% |
| 30D | -4.6% | -5.1% | +0.5% | -2.9% |
| 3M | +0.2% | -1.2% | +1.4% | -1.1% |
| 6M | +14.7% | +46.6% | -31.9% | -6.8% |
| YTD | +18.9% | +60.0% | -41.1% | -7.9% |
| 1Y | +19.9% | +70.8% | -50.9% | -10.9% |
| 3Y | +53.0% | +187.5% | -134.5% | -18.1% |
| 5Y | +40.9% | +426.1% | -385.3% | -46.8% |
| All | +104.9% | +731.8% | -626.9% | -40.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling