+49.3%
IJH vs NDAQ
+85.5%
-36.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.1% |
| 7D | -2.5% | -6.8% | +4.3% | -0.1% |
| 30D | -5.0% | -3.2% | -1.9% | -4.0% |
| 3M | +0.5% | +6.5% | -5.9% | -2.2% |
| 6M | +8.2% | +5.7% | +2.5% | +5.1% |
| YTD | +12.5% | -4.6% | +17.1% | +13.9% |
| 1Y | +14.4% | -1.6% | +15.9% | +13.8% |
| All | +49.3% | +85.5% | -36.2% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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