+47.4%
IJR vs NXT
+181.9%
-134.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -0.9% |
| 7D | +0.9% | +2.9% | -1.9% | +0.6% |
| 30D | -3.1% | -17.2% | +14.1% | -1.1% |
| 3M | +4.4% | -32.0% | +36.4% | +8.6% |
| 6M | +16.1% | -15.8% | +31.9% | +16.5% |
| YTD | +20.6% | -1.9% | +22.5% | +18.1% |
| 1Y | +22.9% | +22.5% | +0.4% | +16.4% |
| 3Y | +55.2% | +100.5% | -45.3% | +32.0% |
| All | +47.4% | +181.9% | -134.6% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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