+50.4%
IJH vs NI
+68.9%
-18.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | -4.6% | -1.4% | -3.3% | -4.2% |
| 3M | -1.2% | -10.6% | +9.4% | +2.4% |
| 6M | +9.4% | -9.3% | +18.7% | +12.6% |
| YTD | +13.3% | +1.1% | +12.2% | +11.8% |
| 1Y | +13.4% | +3.4% | +10.0% | +10.8% |
| 3Y | +50.4% | +67.9% | -17.4% | +19.4% |
| All | +50.4% | +68.9% | -18.5% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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