+513.6%
EWT vs IJH
+184.0%
+329.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.3% |
| 7D | -1.1% | -1.9% | +0.7% | +0.1% |
| 30D | +4.5% | -4.6% | +9.1% | +7.9% |
| 3M | +8.3% | -1.2% | +9.4% | +9.4% |
| 6M | +54.2% | +9.4% | +44.8% | +46.5% |
| YTD | +74.6% | +13.3% | +61.2% | +62.2% |
| 1Y | +84.9% | +13.4% | +71.5% | +71.7% |
| 3Y | +197.5% | +50.4% | +147.1% | +130.4% |
| 5Y | +150.6% | +49.0% | +101.6% | +93.4% |
| All | +513.6% | +184.0% | +329.6% | +217.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling