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Fair Value Of Financial Instruments, Derivative And Marketable Securities (Notional And Fair Value Of Derivative Instruments) (Details)
 12 Months Ended
Dec. 31, 2014
USD ($)
Dec. 31, 2013
USD ($)
Dec. 31, 2013
JPY (¥)
Dec. 31, 2014
Designated as Hedging Instrument [Member]
USD ($)
Dec. 31, 2013
Designated as Hedging Instrument [Member]
USD ($)
Dec. 31, 2014
Interest Rate Swap - LT [Member]
JPY (¥)
Dec. 31, 2013
Interest Rate Swap - LT [Member]
JPY (¥)
Dec. 31, 2014
Interest Rate Swap - LT [Member]
Designated as Hedging Instrument [Member]
USD ($)
Dec. 31, 2013
Interest Rate Swap - LT [Member]
Designated as Hedging Instrument [Member]
USD ($)
Dec. 31, 2014
Foreign Exchange Contracts [Member]
Designated as Hedging Instrument [Member]
USD ($)
Dec. 31, 2013
Foreign Exchange Contracts [Member]
Designated as Hedging Instrument [Member]
USD ($)
Dec. 31, 2014
Foreign Exchange Contracts Two [Member]
Designated as Hedging Instrument [Member]
USD ($)
Dec. 31, 2013
Foreign Exchange Contracts Two [Member]
Designated as Hedging Instrument [Member]
USD ($)
Dec. 31, 2014
Other Liabilities [Member]
Interest Rate Swap - LT [Member]
Designated as Hedging Instrument [Member]
USD ($)
Dec. 31, 2013
Other Liabilities [Member]
Interest Rate Swap - LT [Member]
Designated as Hedging Instrument [Member]
USD ($)
Dec. 31, 2014
Other Liabilities [Member]
Foreign Exchange Contracts Two [Member]
Designated as Hedging Instrument [Member]
USD ($)
Dec. 31, 2013
Other Liabilities [Member]
Foreign Exchange Contracts Two [Member]
Designated as Hedging Instrument [Member]
USD ($)
Dec. 31, 2013
Current Assets [Member]
Foreign Exchange Contracts [Member]
Designated as Hedging Instrument [Member]
USD ($)
Dec. 31, 2014
Current Liabilities [Member]
Foreign Exchange Contracts [Member]
Designated as Hedging Instrument [Member]
USD ($)
Dec. 31, 2014
Oslo Bulk, AS [Member]
USD ($)
Dec. 31, 2013
Oslo Bulk, AS [Member]
USD ($)
Jul. 31, 2011
Oslo Bulk, AS [Member]
Dec. 31, 2009
Oslo Bulk, AS [Member]
Derivatives, Fair Value [Line Items]                                              
Derivatives, current notional amount $ 31,451,000invest_DerivativeNotionalAmount   ¥ 3,300,000,000invest_DerivativeNotionalAmount $ 69,044,000invest_DerivativeNotionalAmount
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember		 $ 81,677,000invest_DerivativeNotionalAmount
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember		     $ 37,593,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= ish_InterestRateSwapLtMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember		 [1] $ 46,713,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= ish_InterestRateSwapLtMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember		 [2] $ 3,232,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForeignExchangeContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember		 $ 1,800,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForeignExchangeContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember		 $ 28,219,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= ish_ForeignExchangeContractTwoMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember		 $ 33,164,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= ish_ForeignExchangeContractTwoMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember		                    
Asset derivatives, fair value         39,000us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember		                         39,000us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_BalanceSheetLocationAxis
= ish_CurrentAssetsMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForeignExchangeContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember		          
Liability derivatives, fair value       (7,348,000)us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember		 (4,472,000)us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember		                 (3,021,000)us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_OtherLiabilitiesMember
/ us-gaap_DerivativeInstrumentRiskAxis
= ish_InterestRateSwapLtMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember		 [1] (3,724,000)us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_OtherLiabilitiesMember
/ us-gaap_DerivativeInstrumentRiskAxis
= ish_InterestRateSwapLtMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember		 [2] (4,029,000)us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_OtherLiabilitiesMember
/ us-gaap_DerivativeInstrumentRiskAxis
= ish_ForeignExchangeContractTwoMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember		 (748,000)us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_OtherLiabilitiesMember
/ us-gaap_DerivativeInstrumentRiskAxis
= ish_ForeignExchangeContractTwoMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember		   (298,000)us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_BalanceSheetLocationAxis
= ish_CurrentLiabilitiesMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForeignExchangeContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember		        
Exchange rate     102.53us-gaap_DerivativeForwardExchangeRate1     119.72us-gaap_DerivativeForwardExchangeRate1
/ us-gaap_DerivativeInstrumentRiskAxis
= ish_InterestRateSwapLtMember		 105.31us-gaap_DerivativeForwardExchangeRate1
/ us-gaap_DerivativeInstrumentRiskAxis
= ish_InterestRateSwapLtMember		                                
Original funding of vessel's delivery cost (in hundredths) 80.00%ish_OriginalFundingOfVesselSDeliveryCost   80.00%ish_OriginalFundingOfVesselSDeliveryCost                                        
Revised funding of vessel's delivery cost (in hundredths) 65.00%ish_RevisedFundingOfVesselSDeliveryCost   65.00%ish_RevisedFundingOfVesselSDeliveryCost                                        
Reduction in funding of vessel's delivery cost (in hundredths) 15.00%ish_ReductionInFundingOfVesselSDeliveryCost   15.00%ish_ReductionInFundingOfVesselSDeliveryCost                                        
Change in fair value related to ineffective portion of derivative instrument, gain 132,000us-gaap_GainLossOnCashFlowHedgeIneffectivenessNet 362,000us-gaap_GainLossOnCashFlowHedgeIneffectivenessNet                                          
Negative balance related to an interest rate swap in Oslo Bulk AS                                       $ 412,000ish_NegativeBalanceRelatedToInterestRateSwapInOsloBulkAs
/ us-gaap_ScheduleOfEquityMethodInvestmentEquityMethodInvesteeNameAxis
= ish_OsloBulkAsMember		 $ 659,000ish_NegativeBalanceRelatedToInterestRateSwapInOsloBulkAs
/ us-gaap_ScheduleOfEquityMethodInvestmentEquityMethodInvesteeNameAxis
= ish_OsloBulkAsMember		    
Ownership percentage (in hundredths)                                       25.00%us-gaap_EquityMethodInvestmentOwnershipPercentage
/ us-gaap_ScheduleOfEquityMethodInvestmentEquityMethodInvesteeNameAxis
= ish_OsloBulkAsMember		 25.00%us-gaap_EquityMethodInvestmentOwnershipPercentage
/ us-gaap_ScheduleOfEquityMethodInvestmentEquityMethodInvesteeNameAxis
= ish_OsloBulkAsMember		 25.00%us-gaap_EquityMethodInvestmentOwnershipPercentage
/ us-gaap_ScheduleOfEquityMethodInvestmentEquityMethodInvesteeNameAxis
= ish_OsloBulkAsMember		 25.00%us-gaap_EquityMethodInvestmentOwnershipPercentage
/ us-gaap_ScheduleOfEquityMethodInvestmentEquityMethodInvesteeNameAxis
= ish_OsloBulkAsMember
[1] We have outstanding a variable-to-fixed interest rate swap with respect to a Yen-based facility for the financing of a PCTC delivered in March 2010. The notional amount under this contract is approximately $37.6 million (based on a Yen to USD exchange rate of 119.72 as of December 31, 2014).  With the bank exercising its option to reduce the underlying Yen loan from 80% to 65% funding of the vessel’s delivery cost, the 15% reduction represents the ineffective portion of this swap, which consists of the portion of the derivative instrument that is no longer supported by underlying borrowings.  The change in fair value related to the ineffective portion of this swap was a $132,000 gain for the year ended December 31, 2014 and this amount was included in earnings. The fair value balance as of December 31, 2014, includes a negative $412,000 balance related to an interest rate swap from our 25% investment in Oslo Bulk AS.
[2] We had outstanding a variable-to-fixed interest rate swap with respect to a Yen-based facility for the financing of a PCTC delivered in March 2010. The notional amount under this contract is approximately $46.7 million (based on a Yen to USD exchange rate of 105.31 as of December 31, 2013).  With the bank exercising its option to reduce the underlying Yen loan from 80% to 65% funding of the vessel’s delivery cost, the 15% reduction represents the ineffective portion of this swap, which consists of the portion of the derivative instrument that is no longer supported by underlying borrowings.  The change in fair value related to the ineffective portion of this swap was a $362,000 gain for the year ended December 31, 2013 and this amount was included in earnings. The fair value balance as of December 31, 2013, included a negative $659,000 balance related to an interest rate swap from our 25% investment in Oslo Bulk AS.