+112.5%
NET vs IJH
+47.9%
+64.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.2% |
| 7D | -7.0% | +0.1% | -7.1% | -7.1% |
| 30D | -4.8% | -1.5% | -3.3% | -2.0% |
| 3M | +3.8% | +0.8% | +3.1% | +2.6% |
| 6M | +50.0% | +7.6% | +42.5% | +30.8% |
| YTD | +41.5% | +15.5% | +26.0% | +8.3% |
| 1Y | +32.8% | +16.9% | +15.9% | -0.7% |
| 3Y | +335.9% | +48.1% | +287.8% | +96.2% |
| All | +112.5% | +47.9% | +64.6% | +2.6% |
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