+98.1%
NU vs IJR
+52.1%
+46.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -3.1% |
| 7D | -4.9% | -2.2% | -2.7% | -3.0% |
| 30D | +7.8% | -4.6% | +12.4% | +12.6% |
| 3M | +20.9% | +0.2% | +20.7% | +20.8% |
| 6M | +0.9% | +14.7% | -13.8% | -10.3% |
| YTD | -12.7% | +18.9% | -31.5% | -24.7% |
| 1Y | -6.4% | +19.9% | -26.3% | -20.0% |
| 3Y | +98.1% | +53.0% | +45.1% | +48.1% |
| All | +98.1% | +52.1% | +46.0% | +48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling