+120.5%
IJH vs NTR
+97.9%
+22.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -1.9% | -1.3% | -0.6% | -1.5% |
| 30D | -4.6% | +16.8% | -21.4% | -9.6% |
| 3M | -1.2% | +20.7% | -21.9% | -7.7% |
| 6M | +9.4% | +0.5% | +8.9% | +7.8% |
| YTD | +13.3% | +29.2% | -15.9% | +1.5% |
| 1Y | +13.4% | +39.6% | -26.2% | -1.9% |
| 3Y | +50.4% | +37.9% | +12.6% | +27.8% |
| 5Y | +49.0% | +47.1% | +1.9% | +10.6% |
| All | +120.5% | +97.9% | +22.5% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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