+1,381.0%
NET vs IJH
+110.3%
+1,270.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -3.2% |
| 7D | -16.4% | +1.7% | -18.0% | -17.8% |
| 30D | -25.8% | +1.2% | -27.1% | -26.7% |
| 3M | -11.5% | -3.4% | -8.1% | -8.1% |
| 6M | +18.9% | +3.7% | +15.2% | +14.5% |
| YTD | +35.2% | +13.9% | +21.3% | +17.3% |
| 1Y | +14.5% | +17.4% | -3.0% | -3.8% |
| 3Y | +313.8% | +56.9% | +256.9% | +160.3% |
| 5Y | +32.6% | +39.4% | -6.9% | -3.7% |
| All | +1,381.0% | +110.3% | +1,270.7% | +880.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling