+118.0%
NOK vs IJR
+25.5%
+92.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.3% |
| 7D | -1.8% | -0.2% | -1.6% | -1.6% |
| 30D | +4.7% | -2.4% | +7.1% | +7.5% |
| 3M | -39.7% | +3.9% | -43.6% | -41.0% |
| 6M | +23.1% | +12.4% | +10.7% | +13.9% |
| YTD | +55.0% | +21.5% | +33.5% | +38.7% |
| 1Y | +118.0% | +24.0% | +94.1% | +93.6% |
| All | +118.0% | +25.5% | +92.6% | +93.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling