+140.9%
NOK vs IJR
+21.9%
+119.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.3% | +4.3% |
| 7D | +11.0% | -2.2% | +13.1% | +13.4% |
| 30D | +7.8% | -4.6% | +12.4% | +13.3% |
| 3M | -21.0% | +0.2% | -21.2% | -20.3% |
| 6M | +40.9% | +14.7% | +26.2% | +30.3% |
| YTD | +72.0% | +18.9% | +53.2% | +57.1% |
| 1Y | +140.9% | +19.9% | +121.0% | +121.1% |
| All | +140.9% | +21.9% | +119.0% | +121.1% |
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 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