+708.5%
NEM vs IJR
+1,130.2%
-421.8%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.3% | +1.6% |
| 7D | +3.1% | -1.1% | +4.2% | +3.4% |
| 30D | +10.0% | -3.6% | +13.6% | +11.4% |
| 3M | +30.9% | +2.3% | +28.6% | +30.0% |
| 6M | +10.5% | +14.3% | -3.8% | +6.0% |
| YTD | +29.7% | +19.3% | +10.4% | +22.8% |
| 1Y | +71.1% | +22.6% | +48.5% | +60.6% |
| 3Y | +252.1% | +53.5% | +198.6% | +205.7% |
| 5Y | +157.7% | +39.9% | +117.8% | +127.5% |
| 10Y | +319.4% | +172.1% | +147.3% | +185.1% |
| All | +708.5% | +1,130.2% | -421.8% | +319.2% |
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