+194.3%
NOK vs IJH
+49.7%
+144.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +4.2% |
| 7D | +11.0% | -1.9% | +12.8% | +12.6% |
| 30D | +7.8% | -4.6% | +12.5% | +12.0% |
| 3M | -21.0% | -1.2% | -19.8% | -19.8% |
| 6M | +40.9% | +9.4% | +31.5% | +34.5% |
| YTD | +72.0% | +13.3% | +58.7% | +61.0% |
| 1Y | +140.9% | +13.4% | +127.5% | +125.1% |
| 3Y | +194.3% | +50.4% | +143.8% | +115.2% |
| All | +194.3% | +49.7% | +144.5% | +115.2% |
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