+1,978.3%
NOW vs IJH
+387.3%
+1,590.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | +0.3% | +2.3% | -2.0% | -1.9% |
| 30D | -27.0% | +2.1% | -29.0% | -28.6% |
| 3M | -19.6% | -5.7% | -14.0% | -15.4% |
| 6M | +17.5% | +1.4% | +16.0% | +14.4% |
| YTD | -33.3% | +12.6% | -45.9% | -42.3% |
| 1Y | -39.8% | +16.1% | -56.0% | -49.6% |
| 3Y | -19.9% | +57.8% | -77.7% | -51.6% |
| 5Y | -26.1% | +36.8% | -62.8% | -47.0% |
| 10Y | +518.7% | +173.7% | +345.0% | +98.7% |
| All | +1,978.3% | +387.3% | +1,590.9% | +271.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling