+278.1%
IJR vs NWSA
+122.3%
+155.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | -1.1% | -3.1% | +2.0% | +0.3% |
| 30D | -3.6% | +4.3% | -7.9% | -5.5% |
| 3M | +2.3% | +9.2% | -6.9% | -2.3% |
| 6M | +14.3% | +21.6% | -7.2% | +3.5% |
| YTD | +19.3% | +14.2% | +5.1% | +10.5% |
| 1Y | +22.6% | +1.8% | +20.9% | +19.5% |
| 3Y | +53.5% | +44.4% | +9.1% | +26.8% |
| 5Y | +39.9% | +41.0% | -1.0% | +13.8% |
| 10Y | +172.1% | +150.0% | +22.0% | +60.2% |
| All | +278.1% | +122.3% | +155.8% | +131.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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