+649.9%
NVDL vs IJR
+52.1%
+597.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -1.0% |
| 7D | -10.3% | -2.2% | -8.2% | -7.1% |
| 30D | -7.1% | -4.6% | -2.5% | +0.3% |
| 3M | +6.6% | +0.2% | +6.3% | +6.7% |
| 6M | +21.1% | +14.7% | +6.3% | -0.7% |
| YTD | +15.2% | +18.9% | -3.6% | -10.3% |
| 1Y | +18.8% | +19.9% | -1.1% | -9.2% |
| 3Y | +649.9% | +53.0% | +596.9% | +364.9% |
| All | +649.9% | +52.1% | +597.8% | +364.9% |
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