+35.9%
IJR vs NVTS
-17.0%
+52.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.3% | -0.9% |
| 7D | -1.1% | +3.5% | -4.6% | -1.3% |
| 30D | -3.6% | -11.9% | +8.3% | -3.0% |
| 3M | +2.3% | -49.2% | +51.6% | +5.8% |
| 6M | +14.3% | +38.4% | -24.1% | +9.4% |
| YTD | +19.3% | +62.5% | -43.2% | +12.2% |
| 1Y | +22.6% | +101.4% | -78.8% | +12.3% |
| 3Y | +53.5% | +40.4% | +13.1% | +39.1% |
| All | +35.9% | -17.0% | +52.9% | +16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling