+51.1%
IJH vs NVD
-99.1%
+150.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | -1.9% | +10.8% | -12.7% | -1.0% |
| 30D | -4.6% | +0.8% | -5.4% | -4.3% |
| 3M | -1.2% | -20.8% | +19.7% | -2.4% |
| 6M | +9.4% | -41.2% | +50.6% | +6.2% |
| YTD | +13.3% | -44.2% | +57.5% | +10.0% |
| 1Y | +13.4% | -54.2% | +67.5% | +9.0% |
| 3Y | +50.4% | -99.1% | +149.6% | +13.9% |
| All | +51.1% | -99.1% | +150.2% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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