+4,024.6%
NVO vs IJH
+1,054.0%
+2,970.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.5% |
| 7D | -7.6% | -1.9% | -5.7% | -6.7% |
| 30D | -6.0% | -4.6% | -1.3% | -3.7% |
| 3M | -0.8% | -1.2% | +0.4% | -0.4% |
| 6M | +16.5% | +9.4% | +7.1% | +11.1% |
| YTD | -11.1% | +13.3% | -24.5% | -16.5% |
| 1Y | -16.7% | +13.4% | -30.1% | -21.7% |
| 3Y | -52.9% | +50.4% | -103.4% | -61.8% |
| 5Y | -3.0% | +49.0% | -51.9% | -22.1% |
| 10Y | +147.1% | +182.6% | -35.5% | +36.3% |
| All | +4,024.6% | +1,054.0% | +2,970.6% | +994.1% |
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