-24.1%
NU vs IJR
+24.2%
-48.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.3% | +1.9% | +1.7% |
| 7D | +0.2% | +2.3% | -2.1% | -2.3% |
| 30D | -21.0% | +2.8% | -23.8% | -23.6% |
| 3M | -16.3% | -4.6% | -11.7% | -11.7% |
| 6M | -15.3% | +5.7% | -21.0% | -20.3% |
| YTD | -28.4% | +19.9% | -48.3% | -41.5% |
| 1Y | -24.1% | +24.2% | -48.3% | -40.5% |
| All | -24.1% | +24.2% | -48.3% | -40.5% |
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 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