+138.6%
NOK vs IJR
+172.1%
-33.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.3% | +4.4% |
| 7D | +11.0% | -2.2% | +13.1% | +12.7% |
| 30D | +7.8% | -4.6% | +12.4% | +11.5% |
| 3M | -21.0% | +0.2% | -21.2% | -20.9% |
| 6M | +40.9% | +14.7% | +26.2% | +29.2% |
| YTD | +72.0% | +18.9% | +53.2% | +53.8% |
| 1Y | +140.9% | +19.9% | +121.0% | +113.7% |
| 3Y | +194.3% | +53.0% | +141.2% | +114.9% |
| 5Y | +112.5% | +40.9% | +71.7% | +64.1% |
| All | +138.6% | +172.1% | -33.5% | +13.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling