+327.1%
NET vs IJH
+49.3%
+277.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | -7.0% | +0.1% | -7.1% | -7.1% |
| 30D | -4.8% | -1.5% | -3.3% | -2.7% |
| 3M | +3.8% | +0.8% | +3.1% | +3.1% |
| 6M | +50.0% | +7.6% | +42.5% | +36.3% |
| YTD | +41.5% | +15.5% | +26.0% | +16.9% |
| 1Y | +32.8% | +16.9% | +15.9% | +8.2% |
| All | +327.1% | +49.3% | +277.8% | +120.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling