-24.4%
NOW vs IJR
+29.0%
-53.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +2.5% |
| 7D | -5.6% | -0.4% | -5.1% | -5.2% |
| 30D | -26.8% | +3.5% | -30.3% | -29.2% |
| 3M | -19.4% | -3.8% | -15.7% | -17.2% |
| 6M | +12.3% | +4.3% | +8.0% | +7.1% |
| YTD | -32.9% | +19.4% | -52.3% | -44.2% |
| 1Y | -40.3% | +20.5% | -60.8% | -50.9% |
| 3Y | -19.1% | +63.0% | -82.1% | -54.3% |
| 5Y | -24.4% | +28.6% | -52.9% | -42.5% |
| All | -24.4% | +29.0% | -53.4% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling