+105.8%
IJH vs NIO
-38.5%
+144.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | +0.5% |
| 7D | -1.9% | -2.9% | +1.0% | -1.6% |
| 30D | -4.6% | -18.7% | +14.1% | -3.0% |
| 3M | -1.2% | -29.4% | +28.3% | +1.6% |
| 6M | +9.4% | -32.5% | +41.9% | +12.5% |
| YTD | +13.3% | -27.6% | +41.0% | +15.5% |
| 1Y | +13.4% | -39.2% | +52.6% | +16.8% |
| 3Y | +50.4% | -64.3% | +114.7% | +56.3% |
| 5Y | +49.0% | -90.3% | +139.2% | +63.4% |
| All | +105.8% | -38.5% | +144.3% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 10y: compounded portfolio wealth divided by compounded NIO 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…
10y analysis · Full analysis span regression · 6 months rolling