-54.0%
NOK vs IJR
+1,130.2%
-1,184.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +2.0% |
| 7D | +9.3% | -1.1% | +10.5% | +10.4% |
| 30D | +17.9% | -3.6% | +21.5% | +22.0% |
| 3M | -22.3% | +2.3% | -24.6% | -23.6% |
| 6M | +36.4% | +14.3% | +22.0% | +21.5% |
| YTD | +66.3% | +19.3% | +47.0% | +42.1% |
| 1Y | +134.4% | +22.6% | +111.8% | +94.5% |
| 3Y | +186.6% | +53.5% | +133.0% | +84.8% |
| 5Y | +102.7% | +39.9% | +62.8% | +41.1% |
| 10Y | +129.8% | +172.1% | -42.2% | -25.4% |
| All | -54.0% | +1,130.2% | -1,184.2% | -98.2% |
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