+322.4%
NET vs IJR
+59.1%
+263.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -3.8% |
| 7D | -16.4% | +2.3% | -18.6% | -18.2% |
| 30D | -25.8% | +2.8% | -28.7% | -27.8% |
| 3M | -11.5% | -4.6% | -6.9% | -7.4% |
| 6M | +18.9% | +5.7% | +13.3% | +12.5% |
| YTD | +35.2% | +19.9% | +15.3% | +12.4% |
| 1Y | +14.5% | +24.2% | -9.7% | -8.2% |
| All | +322.4% | +59.1% | +263.3% | +141.4% |
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