+996.4%
IJH vs NDAQ
+2,281.8%
-1,285.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.1% |
| 7D | +1.0% | -2.6% | +3.6% | +1.8% |
| 30D | -3.1% | +0.5% | -3.6% | -3.3% |
| 3M | +1.9% | +9.9% | -8.0% | -1.5% |
| 6M | +11.0% | +8.2% | +2.8% | +7.5% |
| YTD | +14.7% | -1.5% | +16.2% | +14.0% |
| 1Y | +15.6% | +1.3% | +14.3% | +13.7% |
| 3Y | +52.5% | +92.6% | -40.0% | +22.2% |
| 5Y | +49.1% | +53.8% | -4.8% | +27.1% |
| 10Y | +177.7% | +376.0% | -198.3% | +70.0% |
| All | +996.4% | +2,281.8% | -1,285.3% | +381.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling