+1,045.0%
IJH vs GWW
+4,500.0%
-3,455.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.7% |
| 7D | -2.5% | -3.1% | +0.7% | -1.0% |
| 30D | -5.0% | -2.3% | -2.7% | -4.0% |
| 3M | +0.5% | -3.3% | +3.8% | +1.8% |
| 6M | +8.2% | +15.4% | -7.1% | +0.4% |
| YTD | +12.5% | +26.7% | -14.3% | -0.7% |
| 1Y | +14.4% | +29.0% | -14.6% | 0.0% |
| 3Y | +49.5% | +89.0% | -39.5% | +7.5% |
| 5Y | +47.8% | +221.8% | -174.0% | -19.4% |
| 10Y | +180.4% | +562.7% | -382.3% | +0.5% |
| All | +1,045.0% | +4,500.0% | -3,455.0% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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