+54.6%
EWT vs IJH
+7.8%
+46.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -1.0% |
| 7D | -1.1% | -2.5% | +1.4% | +3.2% |
| 30D | +4.8% | -5.0% | +9.8% | +14.5% |
| 3M | +11.1% | +0.5% | +10.6% | +10.9% |
| 6M | +54.6% | +8.2% | +46.4% | +39.5% |
| All | +54.6% | +7.8% | +46.8% | +39.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling