+245.3%
NEM vs IJR
+52.1%
+193.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.2% |
| 7D | -1.0% | -2.2% | +1.2% | +0.3% |
| 30D | +7.8% | -4.6% | +12.4% | +10.9% |
| 3M | +30.2% | +0.2% | +30.0% | +30.0% |
| 6M | +9.6% | +14.7% | -5.1% | +2.1% |
| YTD | +27.8% | +18.9% | +9.0% | +17.2% |
| 1Y | +60.7% | +19.9% | +40.8% | +46.6% |
| 3Y | +245.3% | +53.0% | +192.3% | +158.4% |
| All | +245.3% | +52.1% | +193.2% | +158.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling