+30.5%
NET vs IJH
+15.4%
+15.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.6% | +2.6% |
| 7D | -0.4% | +1.0% | -1.4% | -1.5% |
| 30D | -5.3% | -3.1% | -2.2% | -2.1% |
| 3M | +14.7% | +1.9% | +12.8% | +12.8% |
| 6M | +45.7% | +11.0% | +34.7% | +30.7% |
| YTD | +44.2% | +14.7% | +29.5% | +24.1% |
| 1Y | +30.5% | +15.6% | +14.9% | +11.7% |
| All | +30.5% | +15.4% | +15.0% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling