+35.4%
IJR vs NVTS
-16.8%
+52.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | +0.3% |
| 7D | -2.2% | -1.4% | -0.7% | -2.1% |
| 30D | -4.6% | -16.5% | +11.9% | -3.7% |
| 3M | +0.2% | -47.6% | +47.9% | +3.5% |
| 6M | +14.7% | +7.3% | +7.4% | +11.6% |
| YTD | +18.9% | +62.9% | -44.0% | +11.7% |
| 1Y | +19.9% | +91.3% | -71.3% | +10.2% |
| 3Y | +53.0% | +43.4% | +9.6% | +38.2% |
| All | +35.4% | -16.8% | +52.2% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling