+1,449.6%
NET vs IJR
+100.7%
+1,348.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.3% | -2.3% |
| 7D | -7.0% | -0.2% | -6.8% | -6.8% |
| 30D | -4.8% | -2.4% | -2.4% | -2.6% |
| 3M | +3.8% | +3.9% | -0.1% | +0.5% |
| 6M | +50.0% | +12.4% | +37.7% | +35.2% |
| YTD | +41.5% | +21.5% | +20.0% | +19.1% |
| 1Y | +32.8% | +24.0% | +8.9% | +9.9% |
| 3Y | +335.9% | +49.7% | +286.2% | +207.8% |
| 5Y | +113.8% | +39.7% | +74.2% | +62.0% |
| All | +1,449.6% | +100.7% | +1,348.8% | +1,114.4% |
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 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