+1,068.3%
IJH vs IWD
+719.8%
+348.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | +0.2% |
| 7D | +1.0% | -0.2% | +1.2% | +1.2% |
| 30D | -3.1% | -0.8% | -2.3% | -2.4% |
| 3M | +1.9% | +8.0% | -6.1% | -6.0% |
| 6M | +11.0% | +18.2% | -7.2% | -6.7% |
| YTD | +14.7% | +22.3% | -7.6% | -7.0% |
| 1Y | +15.6% | +28.9% | -13.3% | -11.1% |
| 3Y | +52.5% | +71.5% | -19.0% | -11.9% |
| 5Y | +49.1% | +73.6% | -24.5% | -14.0% |
| 10Y | +177.7% | +194.7% | -17.0% | -4.3% |
| All | +1,068.3% | +719.8% | +348.5% | +50.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling