+32.6%
NET vs IJR
+30.5%
+2.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -4.5% |
| 7D | -16.4% | +2.3% | -18.6% | -19.2% |
| 30D | -25.8% | +2.8% | -28.7% | -28.9% |
| 3M | -11.5% | -4.6% | -6.9% | -5.3% |
| 6M | +18.9% | +5.7% | +13.3% | +8.7% |
| YTD | +35.2% | +19.9% | +15.3% | +0.7% |
| 1Y | +14.5% | +24.2% | -9.7% | -19.5% |
| 3Y | +313.8% | +58.9% | +254.9% | +71.0% |
| 5Y | +32.6% | +31.3% | +1.3% | -21.1% |
| All | +32.6% | +30.5% | +2.0% | -21.1% |
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