+24.0%
IJR vs NVTS
+109.2%
-85.2%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.3% | -5.9% | 0.0% |
| 7D | -0.2% | +2.7% | -2.9% | -0.3% |
| 30D | -2.4% | -4.5% | +2.0% | -2.3% |
| 3M | +3.9% | -61.5% | +65.5% | +8.3% |
| 6M | +12.4% | +28.0% | -15.6% | +8.0% |
| YTD | +21.5% | +65.3% | -43.8% | +14.4% |
| 1Y | +24.0% | +113.0% | -89.0% | +12.7% |
| All | +24.0% | +109.2% | -85.2% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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