+36.5%
IJH vs IWD
+72.9%
-36.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.4% |
| 7D | +2.3% | +2.3% | 0.0% | -0.5% |
| 30D | +2.1% | +3.6% | -1.5% | -2.3% |
| 3M | -5.7% | +2.2% | -7.8% | -8.1% |
| 6M | +1.4% | +13.0% | -11.5% | -12.9% |
| YTD | +12.6% | +26.5% | -13.9% | -15.9% |
| 1Y | +16.1% | +30.1% | -14.0% | -16.2% |
| 3Y | +57.8% | +84.9% | -27.0% | -25.6% |
| All | +36.5% | +72.9% | -36.4% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling