+50.7%
IJH vs IWD
+69.9%
-19.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.3% |
| 7D | -0.7% | -1.2% | +0.4% | +0.7% |
| 30D | -3.8% | -1.6% | -2.2% | -1.9% |
| 3M | 0.0% | +7.0% | -7.0% | -8.3% |
| 6M | +8.8% | +17.0% | -8.2% | -11.0% |
| YTD | +13.5% | +21.6% | -8.1% | -11.6% |
| 1Y | +15.4% | +28.0% | -12.6% | -15.7% |
| All | +50.7% | +69.9% | -19.2% | -23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling