+41.5%
NU vs IJH
+42.3%
-0.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.4% | -3.7% |
| 7D | -4.9% | -1.9% | -3.0% | -2.5% |
| 30D | +7.8% | -4.6% | +12.5% | +15.1% |
| 3M | +20.9% | -1.2% | +22.1% | +22.8% |
| 6M | +0.9% | +9.4% | -8.5% | -10.8% |
| YTD | -12.7% | +13.3% | -26.0% | -26.6% |
| 1Y | -6.4% | +13.4% | -19.8% | -21.5% |
| 3Y | +98.1% | +50.4% | +47.7% | +7.3% |
| All | +41.5% | +42.3% | -0.8% | -8.0% |
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