+586.2%
EWT vs IJH
+972.0%
-385.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.2% |
| 7D | -1.1% | -1.9% | +0.7% | +0.4% |
| 30D | +4.5% | -4.6% | +9.1% | +8.6% |
| 3M | +8.3% | -1.2% | +9.4% | +9.6% |
| 6M | +54.2% | +9.4% | +44.8% | +44.4% |
| YTD | +74.6% | +13.3% | +61.2% | +58.9% |
| 1Y | +84.9% | +13.4% | +71.5% | +68.2% |
| 3Y | +197.5% | +50.4% | +147.1% | +112.5% |
| 5Y | +150.6% | +49.0% | +101.6% | +76.8% |
| 10Y | +516.1% | +182.6% | +333.5% | +132.9% |
| All | +586.2% | +972.0% | -385.8% | -26.0% |
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