+123.3%
IJH vs NVT
+731.8%
-608.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.6% | -3.9% | -1.2% |
| 7D | -1.9% | +4.1% | -5.9% | -3.6% |
| 30D | -4.6% | -5.1% | +0.5% | -2.9% |
| 3M | -1.2% | -1.2% | 0.0% | -2.3% |
| 6M | +9.4% | +46.6% | -37.2% | -10.3% |
| YTD | +13.3% | +60.0% | -46.7% | -11.3% |
| 1Y | +13.4% | +70.8% | -57.4% | -14.7% |
| 3Y | +50.4% | +187.5% | -137.1% | -17.6% |
| 5Y | +49.0% | +426.1% | -377.2% | -41.6% |
| All | +123.3% | +731.8% | -608.4% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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