+177.3%
IJH vs SW
+182.3%
-5.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +0.9% |
| 7D | +0.2% | -2.6% | +2.8% | +0.5% |
| 30D | +2.1% | +7.2% | -5.1% | +1.2% |
| 3M | -3.6% | -10.5% | +6.8% | -2.4% |
| 6M | +1.8% | +9.9% | -8.0% | +0.3% |
| YTD | +14.1% | +17.2% | -3.1% | +11.1% |
| 1Y | +15.9% | +26.5% | -10.6% | +11.8% |
| 3Y | +59.7% | +47.7% | +12.0% | +51.2% |
| 5Y | +39.1% | +0.2% | +38.9% | +32.9% |
| 10Y | +177.3% | +182.3% | -5.0% | +137.1% |
| All | +177.3% | +182.3% | -5.0% | +137.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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