+155.1%
NEM vs IJH
+48.0%
+107.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.1% |
| 7D | -1.0% | -1.9% | +0.9% | 0.0% |
| 30D | +7.8% | -4.6% | +12.5% | +10.6% |
| 3M | +30.2% | -1.2% | +31.4% | +31.1% |
| 6M | +9.6% | +9.4% | +0.2% | +5.5% |
| YTD | +27.8% | +13.3% | +14.5% | +21.5% |
| 1Y | +60.7% | +13.4% | +47.3% | +52.7% |
| 3Y | +245.3% | +50.4% | +194.9% | +192.2% |
| All | +155.1% | +48.0% | +107.2% | +108.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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