+48.4%
IJH vs NTRS
+84.1%
-35.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | +0.9% |
| 7D | -2.7% | -2.6% | -0.1% | -1.6% |
| 30D | -6.2% | -4.6% | -1.6% | -4.3% |
| 3M | -2.7% | +4.7% | -7.4% | -5.0% |
| 6M | +10.8% | +34.0% | -23.1% | -3.9% |
| YTD | +12.3% | +35.0% | -22.7% | -3.3% |
| 1Y | +13.6% | +43.4% | -29.7% | -5.0% |
| 3Y | +48.2% | +169.3% | -121.1% | -9.7% |
| 5Y | +48.4% | +91.3% | -43.0% | +3.6% |
| All | +48.4% | +84.1% | -35.8% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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