+169.3%
IJH vs IWD
+203.0%
-33.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.4% |
| 7D | +2.3% | +2.3% | 0.0% | -0.3% |
| 30D | +2.1% | +3.6% | -1.5% | -2.0% |
| 3M | -5.7% | +2.2% | -7.8% | -8.0% |
| 6M | +1.4% | +13.0% | -11.5% | -12.0% |
| YTD | +12.6% | +26.5% | -13.9% | -14.1% |
| 1Y | +16.1% | +30.1% | -14.0% | -14.3% |
| 3Y | +57.8% | +84.9% | -27.0% | -21.3% |
| 5Y | +36.8% | +73.4% | -36.6% | -25.9% |
| All | +169.3% | +203.0% | -33.7% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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