+47.8%
IJH vs NIO
-90.7%
+138.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.6% |
| 7D | -2.5% | -7.3% | +4.8% | -1.7% |
| 30D | -5.0% | -22.5% | +17.5% | -2.4% |
| 3M | +0.5% | -30.9% | +31.4% | +4.5% |
| 6M | +8.2% | -37.2% | +45.4% | +13.1% |
| YTD | +12.5% | -29.8% | +42.3% | +15.7% |
| 1Y | +14.4% | -37.4% | +51.8% | +18.5% |
| 3Y | +49.5% | -64.3% | +113.8% | +58.3% |
| 5Y | +47.8% | -90.6% | +138.4% | +72.9% |
| All | +47.8% | -90.7% | +138.5% | +72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling