+50.7%
IJH vs NIO
-64.4%
+115.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.9% |
| 7D | -0.7% | -4.1% | +3.4% | -0.4% |
| 30D | -3.8% | -23.2% | +19.4% | -1.9% |
| 3M | 0.0% | -29.9% | +29.9% | +2.7% |
| 6M | +8.8% | -25.1% | +33.9% | +10.6% |
| YTD | +13.5% | -27.5% | +41.0% | +15.5% |
| 1Y | +15.4% | -41.1% | +56.5% | +19.0% |
| All | +50.7% | -64.4% | +115.1% | +56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling