-6.4%
NU vs IJR
+21.9%
-28.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -3.2% |
| 7D | -4.9% | -2.2% | -2.7% | -2.7% |
| 30D | +7.8% | -4.6% | +12.4% | +13.4% |
| 3M | +20.9% | +0.2% | +20.7% | +20.9% |
| 6M | +0.9% | +14.7% | -13.8% | -12.1% |
| YTD | -12.7% | +18.9% | -31.5% | -26.3% |
| 1Y | -6.4% | +19.9% | -26.3% | -22.4% |
| All | -6.4% | +21.9% | -28.3% | -22.4% |
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