+1,054.0%
IJH vs ITW
+1,458.4%
-404.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.1% |
| 7D | -1.9% | -0.7% | -1.1% | -1.4% |
| 30D | -4.6% | -8.3% | +3.7% | +0.6% |
| 3M | -1.2% | +6.0% | -7.2% | -5.1% |
| 6M | +9.4% | 0.0% | +9.4% | +8.7% |
| YTD | +13.3% | +10.2% | +3.1% | +5.6% |
| 1Y | +13.4% | +3.2% | +10.2% | +9.8% |
| 3Y | +50.4% | +21.0% | +29.5% | +31.4% |
| 5Y | +49.0% | +37.9% | +11.0% | +19.0% |
| 10Y | +182.6% | +193.2% | -10.6% | +38.9% |
| All | +1,054.0% | +1,458.4% | -404.4% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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