+13.4%
IJH vs IWD
+28.9%
-15.6%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | -0.3% |
| 7D | -1.9% | -0.8% | -1.1% | -0.9% |
| 30D | -4.6% | -0.8% | -3.8% | -3.7% |
| 3M | -1.2% | +6.9% | -8.1% | -9.2% |
| 6M | +9.4% | +18.3% | -8.9% | -12.1% |
| YTD | +13.3% | +22.4% | -9.0% | -12.9% |
| 1Y | +13.4% | +27.4% | -14.0% | -17.9% |
| All | +13.4% | +28.9% | -15.6% | -17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling