+1,040.6%
NBIS vs IJR
+23.3%
+1,017.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.9% | -4.2% | -3.6% |
| 7D | +8.3% | -2.3% | +10.6% | +12.7% |
| 30D | +18.1% | -4.7% | +22.7% | +28.8% |
| 3M | +7.8% | +2.1% | +5.6% | +5.8% |
| 6M | +136.6% | +13.9% | +122.7% | +93.1% |
| YTD | +172.5% | +18.2% | +154.3% | +111.9% |
| 1Y | +144.3% | +21.8% | +122.4% | +79.9% |
| All | +1,040.6% | +23.3% | +1,017.2% | +732.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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