+112.5%
NET vs IJR
+39.7%
+72.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.3% | -2.5% |
| 7D | -7.0% | -0.2% | -6.8% | -6.8% |
| 30D | -4.8% | -2.4% | -2.4% | -1.1% |
| 3M | +3.8% | +3.9% | -0.1% | -1.9% |
| 6M | +50.0% | +12.4% | +37.7% | +24.9% |
| YTD | +41.5% | +21.5% | +20.0% | +4.2% |
| 1Y | +32.8% | +24.0% | +8.9% | -5.6% |
| 3Y | +335.9% | +49.7% | +286.2% | +110.5% |
| All | +112.5% | +39.7% | +72.7% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling