+169.3%
IJH vs SW
+177.1%
-7.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | +2.3% | -2.9% | +5.2% | +2.7% |
| 30D | +2.1% | +5.0% | -3.0% | +1.4% |
| 3M | -5.7% | -13.7% | +8.0% | -4.0% |
| 6M | +1.4% | +8.0% | -6.6% | +0.1% |
| YTD | +12.6% | +14.0% | -1.3% | +10.1% |
| 1Y | +16.1% | +25.6% | -9.5% | +12.1% |
| 3Y | +57.8% | +40.1% | +17.7% | +50.3% |
| 5Y | +36.8% | -2.6% | +39.4% | +31.1% |
| All | +169.3% | +177.1% | -7.7% | +129.1% |
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