+105.6%
IJR vs NVT
+712.1%
-606.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | 0.0% |
| 7D | -1.1% | +7.0% | -8.1% | -4.0% |
| 30D | -3.6% | -2.3% | -1.3% | -3.1% |
| 3M | +2.3% | -3.1% | +5.4% | +1.8% |
| 6M | +14.3% | +47.0% | -32.7% | -7.2% |
| YTD | +19.3% | +56.2% | -36.9% | -6.6% |
| 1Y | +22.6% | +74.5% | -51.9% | -9.9% |
| 3Y | +53.5% | +184.0% | -130.5% | -17.4% |
| 5Y | +39.9% | +410.8% | -370.8% | -46.4% |
| All | +105.6% | +712.1% | -606.5% | -39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling